+641.7%
BE vs WELL
+408.5%
+233.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.8% | -4.6% |
| 7D | -13.4% | +3.0% | -16.4% | -14.8% |
| 30D | -33.9% | +10.2% | -44.1% | -38.0% |
| 3M | -12.0% | +6.1% | -18.1% | -15.7% |
| 6M | -29.0% | +16.6% | -45.6% | -37.1% |
| YTD | +113.4% | +35.3% | +78.1% | +72.6% |
| 1Y | +33.2% | +31.5% | +1.7% | +9.6% |
| 3Y | +1,659.2% | +206.5% | +1,452.7% | +738.3% |
| 5Y | +461.4% | +222.0% | +239.4% | +160.7% |
| All | +641.7% | +408.5% | +233.1% | +136.2% |
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