+222.7%
B vs WELL
+475.0%
-252.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -4.3% | +7.8% | -12.1% | -5.5% |
| 3M | -2.3% | +10.2% | -12.5% | -3.8% |
| 6M | -16.2% | +16.4% | -32.6% | -18.3% |
| YTD | -8.8% | +35.2% | -44.0% | -13.3% |
| 1Y | +11.4% | +30.5% | -19.1% | +6.5% |
| 3Y | +174.3% | +206.1% | -31.8% | +131.3% |
| 5Y | +116.2% | +228.3% | -112.1% | +78.8% |
| 10Y | +222.7% | +468.3% | -245.6% | +152.4% |
| All | +222.7% | +475.0% | -252.2% | +152.4% |
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