+737.9%
BE vs WELL
+407.9%
+330.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.1% | +13.1% | +13.0% |
| 7D | +4.5% | +0.1% | +4.4% | +4.6% |
| 30D | -20.1% | +7.8% | -27.9% | -24.1% |
| 3M | -0.8% | +10.2% | -11.1% | -7.0% |
| 6M | -26.2% | +16.4% | -42.6% | -34.6% |
| YTD | +141.1% | +35.2% | +105.9% | +95.1% |
| 1Y | +64.8% | +30.5% | +34.4% | +36.3% |
| 3Y | +1,887.4% | +206.1% | +1,681.3% | +847.6% |
| 5Y | +518.1% | +228.3% | +289.8% | +184.1% |
| All | +737.9% | +407.9% | +330.0% | +167.0% |
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