+604.2%
COST vs WELL
+356.9%
+247.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.5% | -2.2% | -0.2% | -2.1% |
| 30D | -4.4% | +4.7% | -9.1% | -5.1% |
| 3M | -8.1% | +11.9% | -20.0% | -9.8% |
| 6M | -9.2% | +14.3% | -23.5% | -11.3% |
| YTD | +5.1% | +28.4% | -23.3% | +0.8% |
| 1Y | -5.1% | +42.3% | -47.4% | -10.6% |
| 3Y | +70.4% | +202.6% | -132.2% | +42.7% |
| 5Y | +104.7% | +206.5% | -101.8% | +69.7% |
| All | +604.2% | +356.9% | +247.3% | +438.1% |
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 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