+668.0%
BE vs WELL
+402.0%
+266.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | +10.8% | +0.1% | +10.7% | +10.8% |
| 30D | -19.8% | +5.7% | -25.4% | -22.8% |
| 3M | -18.7% | +4.6% | -23.4% | -21.5% |
| 6M | -33.7% | +11.9% | -45.6% | -39.9% |
| YTD | +121.0% | +33.6% | +87.4% | +80.1% |
| 1Y | +85.4% | +29.8% | +55.6% | +53.7% |
| 3Y | +1,709.5% | +202.2% | +1,507.4% | +769.4% |
| 5Y | +462.2% | +223.2% | +239.0% | +160.8% |
| All | +668.0% | +402.0% | +266.0% | +146.4% |
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