+1,228.2%
WDC vs MET
+248.0%
+980.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.6% | -5.2% |
| 7D | +4.4% | -2.5% | +6.9% | +6.0% |
| 30D | +5.3% | 0.0% | +5.3% | +4.9% |
| 3M | -5.9% | +13.1% | -19.0% | -15.3% |
| 6M | +73.2% | +39.0% | +34.3% | +34.6% |
| YTD | +167.8% | +25.2% | +142.7% | +121.9% |
| 1Y | +386.0% | +25.6% | +360.4% | +298.0% |
| 3Y | +1,309.7% | +67.1% | +1,242.6% | +822.3% |
| 5Y | +957.1% | +85.1% | +872.0% | +534.1% |
| All | +1,228.2% | +248.0% | +980.2% | +434.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling