+216.1%
C vs WELL
+208.2%
+7.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | -0.4% | +3.0% | -3.4% | -0.8% |
| 30D | -5.2% | +10.2% | -15.4% | -6.7% |
| 3M | -9.1% | +6.1% | -15.2% | -10.0% |
| 6M | -1.6% | +16.6% | -18.2% | -4.3% |
| YTD | +6.9% | +35.3% | -28.4% | -0.1% |
| 1Y | +23.0% | +31.5% | -8.5% | +15.6% |
| 3Y | +216.1% | +206.5% | +9.7% | +131.1% |
| All | +216.1% | +208.2% | +7.9% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling