+404.3%
META vs WELL
+423.1%
-18.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | +4.4% | -5.2% | -1.9% |
| 30D | -15.4% | +10.8% | -26.2% | -17.7% |
| 3M | +3.5% | +4.2% | -0.7% | +2.3% |
| 6M | -0.3% | +14.0% | -14.3% | -4.1% |
| YTD | -7.3% | +33.4% | -40.8% | -14.8% |
| 1Y | -1.1% | +32.4% | -33.5% | -8.9% |
| 3Y | +95.1% | +194.7% | -99.7% | +42.2% |
| 5Y | +80.6% | +226.5% | -145.9% | +26.8% |
| All | +404.3% | +423.1% | -18.8% | +212.3% |
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