+117.0%
AXP vs WELL
+195.0%
-77.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +0.6% | +4.4% | -3.8% | -0.1% |
| 30D | +5.8% | +10.8% | -5.0% | +4.2% |
| 3M | -6.0% | +4.2% | -10.2% | -6.7% |
| 6M | +0.3% | +14.0% | -13.7% | -2.1% |
| YTD | -12.3% | +33.4% | -45.7% | -17.5% |
| 1Y | -11.2% | +32.4% | -43.7% | -16.5% |
| 3Y | +117.0% | +194.7% | -77.7% | +60.7% |
| All | +117.0% | +195.0% | -77.9% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling