+287.9%
WDAY vs MET
+420.1%
-132.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -4.6% | +1.8% | -6.3% | -5.3% |
| 30D | +1.2% | +4.8% | -3.6% | -0.9% |
| 3M | +2.6% | +6.2% | -3.6% | 0.0% |
| 6M | +47.8% | +33.8% | +14.0% | +30.8% |
| YTD | -12.1% | +33.3% | -45.4% | -22.3% |
| 1Y | -17.1% | +36.3% | -53.5% | -27.5% |
| 3Y | -17.9% | +84.6% | -102.5% | -37.5% |
| 5Y | -35.1% | +87.7% | -122.8% | -51.6% |
| 10Y | +130.1% | +198.0% | -67.8% | +26.8% |
| All | +287.9% | +420.1% | -132.1% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling