+46.2%
WM vs MET
+75.0%
-28.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | +13.1% | +3.2% | +9.9% | +12.5% |
| 3M | +3.6% | -1.1% | +4.7% | +3.7% |
| 6M | +8.1% | +25.0% | -17.0% | +4.7% |
| YTD | +8.9% | +27.9% | -19.0% | +5.2% |
| 1Y | +20.3% | +32.9% | -12.5% | +15.4% |
| 3Y | +46.2% | +78.8% | -32.6% | +34.4% |
| All | +46.2% | +75.0% | -28.8% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling