+303.5%
WDAY vs MET
+421.1%
-117.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.3% | +2.7% |
| 7D | +1.8% | +4.5% | -2.6% | 0.0% |
| 30D | +4.1% | +3.5% | +0.5% | +2.4% |
| 3M | -4.8% | +5.9% | -10.8% | -7.2% |
| 6M | +68.6% | +33.1% | +35.6% | +49.6% |
| YTD | -8.5% | +33.6% | -42.1% | -19.2% |
| 1Y | -12.1% | +32.7% | -44.8% | -22.2% |
| 3Y | -13.2% | +85.0% | -98.2% | -34.0% |
| 5Y | -33.7% | +85.6% | -119.3% | -50.4% |
| 10Y | +137.4% | +198.8% | -61.4% | +30.7% |
| All | +303.5% | +421.1% | -117.7% | +87.9% |
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