+2,236.9%
CMCSA vs WELL
+18,826.3%
-16,589.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | +7.0% | -0.1% | +7.1% | +7.0% |
| 3M | +15.1% | +18.0% | -2.9% | +8.7% |
| 6M | -15.4% | +15.0% | -30.4% | -19.6% |
| YTD | -1.9% | +28.6% | -30.5% | -10.3% |
| 1Y | -12.7% | +42.9% | -55.6% | -23.1% |
| 3Y | -31.0% | +203.0% | -234.0% | -53.3% |
| 5Y | -46.1% | +206.9% | -253.0% | -64.3% |
| 10Y | +10.8% | +339.5% | -328.6% | -40.7% |
| All | +2,236.9% | +18,826.3% | -16,589.4% | +414.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling