+28.2%
BABA vs WELL
+488.6%
-460.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.6% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | -11.9% | -0.1% | -11.8% | -11.9% |
| 3M | -9.3% | +18.0% | -27.3% | -12.0% |
| 6M | -14.2% | +15.0% | -29.2% | -16.5% |
| YTD | -22.0% | +28.6% | -50.6% | -25.6% |
| 1Y | -12.7% | +42.9% | -55.6% | -18.3% |
| 3Y | +26.7% | +203.0% | -176.4% | +3.4% |
| 5Y | -29.3% | +206.9% | -236.2% | -43.1% |
| 10Y | +21.2% | +339.5% | -318.2% | -12.3% |
| All | +28.2% | +488.6% | -460.4% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling