+200.5%
B vs WELL
+451.0%
-250.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.3% | +4.1% |
| 7D | +11.3% | +3.5% | +7.8% | +10.8% |
| 30D | +2.9% | +9.7% | -6.8% | +1.4% |
| 3M | -2.9% | +4.8% | -7.7% | -3.6% |
| 6M | -1.2% | +16.1% | -17.3% | -3.7% |
| YTD | -1.3% | +34.7% | -36.0% | -6.1% |
| 1Y | +30.4% | +31.9% | -1.5% | +24.4% |
| 3Y | +195.3% | +209.9% | -14.6% | +148.1% |
| 5Y | +146.2% | +226.5% | -80.3% | +103.3% |
| 10Y | +200.5% | +455.3% | -254.8% | +127.3% |
| All | +200.5% | +451.0% | -250.5% | +127.3% |
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