+3,847.4%
ANET vs WELL
+356.7%
+3,490.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | -5.2% | +2.3% | -7.5% | -5.7% |
| 3M | +27.6% | +12.3% | +15.3% | +24.1% |
| 6M | +44.4% | +15.6% | +28.8% | +38.9% |
| YTD | +52.3% | +28.3% | +24.0% | +43.0% |
| 1Y | +30.4% | +41.9% | -11.5% | +19.2% |
| 3Y | +313.3% | +198.3% | +114.9% | +212.9% |
| 5Y | +810.0% | +206.4% | +603.6% | +578.5% |
| All | +3,847.4% | +356.7% | +3,490.7% | +2,583.1% |
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