+440.3%
AXP vs WELL
+451.0%
-10.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.6% |
| 7D | -1.1% | +3.5% | -4.6% | -2.7% |
| 30D | +5.2% | +9.7% | -4.5% | +0.5% |
| 3M | -4.6% | +4.8% | -9.4% | -7.0% |
| 6M | +3.2% | +16.1% | -12.9% | -5.0% |
| YTD | -11.3% | +34.7% | -46.0% | -24.8% |
| 1Y | -11.0% | +31.9% | -42.9% | -23.9% |
| 3Y | +120.2% | +209.9% | -89.7% | +18.8% |
| 5Y | +91.7% | +226.5% | -134.8% | -1.2% |
| 10Y | +440.3% | +455.3% | -14.9% | +114.1% |
| All | +440.3% | +451.0% | -10.6% | +114.1% |
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