+313.2%
WMB vs MET
+245.0%
+68.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | 0.0% | -0.8% | +0.7% | +0.2% |
| 30D | +4.6% | -1.4% | +6.0% | +5.1% |
| 3M | +5.7% | +12.5% | -6.8% | -0.5% |
| 6M | +4.2% | +37.1% | -32.9% | -11.1% |
| YTD | +26.8% | +23.8% | +3.1% | +13.0% |
| 1Y | +34.7% | +24.1% | +10.5% | +19.3% |
| 3Y | +146.8% | +65.2% | +81.6% | +84.6% |
| 5Y | +285.0% | +82.3% | +202.8% | +167.2% |
| 10Y | +313.2% | +241.6% | +71.6% | +86.1% |
| All | +313.2% | +245.0% | +68.1% | +86.1% |
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