+126.3%
WFC vs MET
+85.6%
+40.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.2% |
| 7D | +2.5% | +4.5% | -1.9% | -0.7% |
| 30D | +7.0% | +3.5% | +3.5% | +4.2% |
| 3M | -1.8% | +5.9% | -7.7% | -6.0% |
| 6M | +18.4% | +33.1% | -14.7% | -5.2% |
| YTD | -5.6% | +33.6% | -39.2% | -25.0% |
| 1Y | +3.9% | +32.7% | -28.8% | -17.1% |
| 3Y | +126.3% | +85.0% | +41.3% | +43.4% |
| All | +126.3% | +85.6% | +40.8% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling