+143.3%
WFC vs MET
+244.1%
-100.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +0.4% | -0.8% | +1.2% | +1.0% |
| 30D | +2.5% | -1.4% | +3.8% | +3.5% |
| 3M | +10.0% | +12.5% | -2.5% | -0.7% |
| 6M | +15.1% | +37.1% | -22.0% | -11.7% |
| YTD | -2.2% | +23.8% | -26.0% | -18.7% |
| 1Y | +13.5% | +24.1% | -10.7% | -6.2% |
| 3Y | +135.2% | +65.2% | +70.0% | +52.2% |
| 5Y | +128.3% | +82.3% | +46.1% | +35.6% |
| All | +143.3% | +244.1% | -100.8% | -16.7% |
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