+165.5%
B vs WELL
+204.0%
-38.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -3.3% | +5.7% | -9.0% | -4.9% |
| 3M | -7.8% | +4.6% | -12.4% | -9.1% |
| 6M | -15.5% | +11.9% | -27.4% | -18.3% |
| YTD | -12.3% | +33.6% | -45.8% | -20.7% |
| 1Y | +5.4% | +29.8% | -24.4% | -3.9% |
| 3Y | +165.5% | +202.2% | -36.6% | +64.6% |
| All | +165.5% | +204.0% | -38.5% | +64.6% |
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