+444.1%
META vs WELL
+475.7%
-31.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +3.3% | +3.0% | +0.2% | +2.5% |
| 30D | -10.8% | +10.2% | -21.0% | -13.1% |
| 3M | +7.9% | +6.1% | +1.8% | +6.1% |
| 6M | +5.4% | +16.6% | -11.2% | +0.8% |
| YTD | -2.6% | +35.3% | -37.9% | -10.8% |
| 1Y | +1.9% | +31.5% | -29.6% | -6.0% |
| 3Y | +97.0% | +206.5% | -109.5% | +42.0% |
| 5Y | +97.6% | +222.0% | -124.3% | +39.2% |
| All | +444.1% | +475.7% | -31.6% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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