+769.1%
WFC vs MET
+1,300.1%
-531.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.9% |
| 7D | +3.8% | +1.2% | +2.6% | +2.9% |
| 30D | +1.5% | +1.4% | +0.1% | +0.3% |
| 3M | +10.9% | +17.7% | -6.8% | -0.6% |
| 6M | +8.4% | +35.0% | -26.6% | -11.1% |
| YTD | -1.9% | +26.3% | -28.2% | -16.2% |
| 1Y | +12.3% | +22.8% | -10.5% | -2.5% |
| 3Y | +132.3% | +65.9% | +66.4% | +66.0% |
| 5Y | +130.1% | +85.4% | +44.7% | +53.7% |
| 10Y | +134.4% | +253.7% | -119.3% | +4.8% |
| All | +769.1% | +1,300.1% | -531.1% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling