+356.5%
WELL vs MET
+245.0%
+111.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.1% | -0.8% | -0.4% | -0.8% |
| 30D | +0.7% | -1.4% | +2.1% | +1.3% |
| 3M | +14.5% | +12.5% | +2.0% | +8.6% |
| 6M | +14.4% | +37.1% | -22.7% | -0.7% |
| YTD | +28.5% | +23.8% | +4.7% | +16.0% |
| 1Y | +41.8% | +24.1% | +17.6% | +27.3% |
| 3Y | +202.8% | +65.2% | +137.6% | +130.3% |
| 5Y | +208.8% | +82.3% | +126.5% | +117.9% |
| 10Y | +356.5% | +241.6% | +114.9% | +150.2% |
| All | +356.5% | +245.0% | +111.5% | +150.2% |
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 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