+1,162.1%
AMAT vs WELL
+423.1%
+739.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | +4.4% | -19.1% | -15.9% |
| 30D | -36.1% | +10.8% | -46.9% | -38.4% |
| 3M | -36.9% | +4.2% | -41.1% | -38.0% |
| 6M | -22.2% | +14.0% | -36.2% | -26.7% |
| YTD | +29.9% | +33.4% | -3.5% | +15.4% |
| 1Y | +43.3% | +32.4% | +10.8% | +27.4% |
| 3Y | +142.7% | +194.7% | -52.1% | +56.7% |
| 5Y | +126.2% | +226.5% | -100.2% | +38.8% |
| All | +1,162.1% | +423.1% | +739.0% | +512.5% |
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