+2,768.2%
WM vs MET
+1,300.1%
+1,468.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | -2.4% | +1.4% | -3.8% | -2.7% |
| 3M | +0.4% | +17.7% | -17.3% | -3.4% |
| 6M | -9.5% | +35.0% | -44.5% | -15.9% |
| YTD | +0.5% | +26.3% | -25.8% | -5.4% |
| 1Y | -1.1% | +22.8% | -23.9% | -6.4% |
| 3Y | +46.0% | +65.9% | -19.9% | +26.9% |
| 5Y | +51.8% | +85.4% | -33.5% | +26.7% |
| 10Y | +307.5% | +253.7% | +53.8% | +179.6% |
| All | +2,768.2% | +1,300.1% | +1,468.0% | +968.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling