+520.8%
APP vs WELL
+276.1%
+244.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.4% |
| 7D | +48.9% | +0.1% | +48.9% | +48.7% |
| 30D | +49.4% | +7.8% | +41.7% | +44.3% |
| 3M | +27.0% | +10.2% | +16.8% | +21.1% |
| 6M | -15.4% | +16.4% | -31.8% | -22.3% |
| YTD | -39.9% | +35.2% | -75.1% | -49.9% |
| 1Y | -32.0% | +30.5% | -62.4% | -42.3% |
| 3Y | +824.3% | +206.1% | +618.3% | +389.3% |
| 5Y | +252.4% | +228.3% | +24.2% | +74.0% |
| All | +520.8% | +276.1% | +244.7% | +174.7% |
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