+473.8%
WELL vs MET
+206.5%
+267.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +3.0% | +1.8% | +1.3% | +2.2% |
| 30D | +10.2% | +4.8% | +5.4% | +7.9% |
| 3M | +6.1% | +6.2% | -0.1% | +3.1% |
| 6M | +16.6% | +33.8% | -17.2% | +2.0% |
| YTD | +35.3% | +33.3% | +2.0% | +17.8% |
| 1Y | +31.5% | +36.3% | -4.9% | +12.9% |
| 3Y | +206.5% | +84.6% | +121.9% | +119.4% |
| 5Y | +222.0% | +87.7% | +134.3% | +122.9% |
| 10Y | +473.8% | +198.0% | +275.8% | +182.4% |
| All | +473.8% | +206.5% | +267.3% | +182.4% |
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 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