+16.0%
BABA vs WELL
+475.0%
-459.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -8.4% | +7.8% | -16.1% | -9.4% |
| 3M | -20.6% | +10.2% | -30.8% | -21.9% |
| 6M | -25.4% | +16.4% | -41.7% | -27.4% |
| YTD | -30.1% | +35.2% | -65.3% | -33.7% |
| 1Y | -36.3% | +30.5% | -66.7% | -39.2% |
| 3Y | +30.4% | +206.1% | -175.7% | +7.3% |
| 5Y | -35.7% | +228.3% | -264.0% | -48.3% |
| 10Y | +16.0% | +468.3% | -452.3% | -17.4% |
| All | +16.0% | +475.0% | -459.0% | -17.4% |
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