+500.0%
APP vs WELL
+271.3%
+228.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +9.9% |
| 7D | +71.2% | +4.4% | +66.8% | +68.0% |
| 30D | +39.1% | +10.8% | +28.3% | +32.5% |
| 3M | +16.5% | +4.2% | +12.3% | +14.1% |
| 6M | -16.6% | +14.0% | -30.6% | -22.7% |
| YTD | -41.9% | +33.4% | -75.4% | -51.3% |
| 1Y | -37.0% | +32.4% | -69.5% | -47.3% |
| 3Y | +892.4% | +194.7% | +697.7% | +435.1% |
| 5Y | +297.3% | +226.5% | +70.8% | +96.4% |
| All | +500.0% | +271.3% | +228.7% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling