+306.4%
WM vs MET
+256.6%
+49.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | -2.4% | +1.4% | -3.8% | -2.8% |
| 3M | +0.4% | +17.7% | -17.3% | -4.0% |
| 6M | -9.5% | +35.0% | -44.5% | -16.8% |
| YTD | +0.5% | +26.3% | -25.8% | -6.1% |
| 1Y | -1.1% | +22.8% | -23.9% | -7.1% |
| 3Y | +46.0% | +65.9% | -19.9% | +23.6% |
| 5Y | +51.8% | +85.4% | -33.5% | +21.9% |
| All | +306.4% | +256.6% | +49.9% | +151.4% |
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