+59.7%
WM vs MET
+78.1%
-18.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.4% |
| 3M | +3.6% | -1.1% | +4.7% | +3.8% |
| 6M | +8.1% | +25.0% | -17.0% | +3.8% |
| YTD | +8.9% | +27.9% | -19.0% | +4.0% |
| 1Y | +20.3% | +32.9% | -12.5% | +14.0% |
| 3Y | +46.2% | +78.8% | -32.6% | +28.7% |
| All | +59.7% | +78.1% | -18.4% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling