+330.5%
CSCO vs WELL
+475.0%
-144.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -2.8% | +0.1% | -2.8% | -2.7% |
| 30D | -12.6% | +7.8% | -20.4% | -14.2% |
| 3M | -16.0% | +10.2% | -26.2% | -18.0% |
| 6M | +2.8% | +16.4% | -13.5% | -1.3% |
| YTD | +33.2% | +35.2% | -1.9% | +22.8% |
| 1Y | +43.1% | +30.5% | +12.7% | +33.0% |
| 3Y | +106.7% | +206.1% | -99.4% | +54.1% |
| 5Y | +103.6% | +228.3% | -124.7% | +47.3% |
| 10Y | +330.5% | +468.3% | -137.8% | +160.0% |
| All | +330.5% | +475.0% | -144.5% | +160.0% |
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