+291.9%
C vs WELL
+332.8%
-40.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.6% |
| 7D | +3.6% | -0.8% | +4.4% | +4.0% |
| 30D | +0.1% | -0.1% | +0.1% | 0.0% |
| 3M | +2.4% | +18.0% | -15.6% | -5.7% |
| 6M | +24.9% | +15.0% | +9.9% | +15.8% |
| YTD | +19.8% | +28.6% | -8.8% | +5.1% |
| 1Y | +44.9% | +42.9% | +1.9% | +20.4% |
| 3Y | +263.0% | +203.0% | +60.0% | +106.1% |
| 5Y | +129.5% | +206.9% | -77.4% | +26.5% |
| All | +291.9% | +332.8% | -40.9% | +65.7% |
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