+2,475.6%
AVGO vs WELL
+459.5%
+2,016.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | 0.0% | +3.0% | -3.1% | -0.9% |
| 30D | -8.2% | +10.2% | -18.4% | -11.1% |
| 3M | -21.3% | +6.1% | -27.4% | -23.0% |
| 6M | -22.5% | +16.6% | -39.2% | -27.3% |
| YTD | -3.6% | +35.3% | -38.9% | -14.2% |
| 1Y | -6.7% | +31.5% | -38.2% | -16.3% |
| 3Y | +258.1% | +206.5% | +51.7% | +133.9% |
| 5Y | +560.9% | +222.0% | +338.9% | +317.5% |
| 10Y | +2,475.6% | +473.8% | +2,001.8% | +1,100.4% |
| All | +2,475.6% | +459.5% | +2,016.1% | +1,100.4% |
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