+15.7%
BABA vs WELL
+459.5%
-443.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +2.4% | +3.0% | -0.7% | +1.9% |
| 30D | -7.8% | +10.2% | -18.0% | -9.2% |
| 3M | -22.4% | +6.1% | -28.5% | -23.2% |
| 6M | -26.0% | +16.6% | -42.6% | -28.0% |
| YTD | -29.3% | +35.3% | -64.6% | -32.9% |
| 1Y | -37.5% | +31.5% | -69.0% | -40.5% |
| 3Y | +31.9% | +206.5% | -174.6% | +8.5% |
| 5Y | -33.4% | +222.0% | -255.4% | -46.3% |
| 10Y | +15.7% | +473.8% | -458.1% | -17.6% |
| All | +15.7% | +459.5% | -443.8% | -17.6% |
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 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