+11.7%
BABA vs WELL
+463.2%
-451.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -13.8% | +0.1% | -13.9% | -13.8% |
| 30D | -15.1% | +5.7% | -20.8% | -15.9% |
| 3M | -22.7% | +4.6% | -27.4% | -23.3% |
| 6M | -34.7% | +11.9% | -46.5% | -36.0% |
| YTD | -35.0% | +33.6% | -68.6% | -38.2% |
| 1Y | -40.4% | +29.8% | -70.2% | -43.1% |
| 3Y | +21.9% | +202.2% | -180.2% | +0.3% |
| 5Y | -39.9% | +223.2% | -263.1% | -51.6% |
| All | +11.7% | +463.2% | -451.4% | -22.2% |
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