-36.3%
WDC vs MET
+33.0%
-69.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -1.3% |
| 7D | +16.3% | +2.1% | +14.2% | +17.2% |
| 30D | -18.3% | +1.8% | -20.1% | -17.2% |
| 3M | -31.4% | +6.0% | -37.5% | -27.2% |
| 6M | -36.3% | +31.1% | -67.4% | -4.5% |
| All | -36.3% | +33.0% | -69.3% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling