+527.5%
APP vs WELL
+271.7%
+255.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +56.0% | +5.7% | +50.4% | +52.0% |
| 3M | +30.8% | +4.6% | +26.2% | +27.8% |
| 6M | -9.8% | +11.9% | -21.6% | -15.4% |
| YTD | -39.3% | +33.6% | -72.9% | -49.1% |
| 1Y | -26.4% | +29.8% | -56.2% | -37.6% |
| 3Y | +887.9% | +202.2% | +685.8% | +426.0% |
| 5Y | +264.1% | +223.2% | +40.9% | +80.7% |
| All | +527.5% | +271.7% | +255.7% | +179.1% |
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