+223.5%
C vs WELL
+423.1%
-199.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.4% | +4.4% | -6.8% | -4.3% |
| 30D | -6.0% | +10.8% | -16.8% | -10.4% |
| 3M | -10.5% | +4.2% | -14.8% | -12.5% |
| 6M | -5.7% | +14.0% | -19.7% | -12.2% |
| YTD | +4.1% | +33.4% | -29.3% | -10.5% |
| 1Y | +20.5% | +32.4% | -11.9% | +3.7% |
| 3Y | +208.1% | +194.7% | +13.4% | +76.8% |
| 5Y | +110.4% | +226.5% | -116.0% | +12.2% |
| All | +223.5% | +423.1% | -199.6% | +32.7% |
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