+214.2%
ARM vs WELL
+211.7%
+2.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | +19.8% | +0.1% | +19.7% | +19.8% |
| 30D | -21.8% | +6.8% | -28.6% | -21.7% |
| 3M | -26.5% | +6.7% | -33.2% | -26.5% |
| 6M | -3.9% | +13.8% | -17.7% | -4.1% |
| YTD | +82.8% | +33.8% | +48.9% | +72.5% |
| 1Y | +34.3% | +29.6% | +4.7% | +28.0% |
| 3Y | +282.2% | +203.1% | +79.1% | +140.7% |
| All | +214.2% | +211.7% | +2.5% | +94.2% |
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