+301.0%
CSCO vs WELL
+445.8%
-144.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -10.2% | +4.4% | -14.6% | -11.1% |
| 30D | -20.1% | +10.8% | -30.9% | -22.0% |
| 3M | -22.1% | +4.2% | -26.3% | -22.9% |
| 6M | +3.2% | +14.0% | -10.8% | -0.6% |
| YTD | +24.1% | +33.4% | -9.3% | +14.7% |
| 1Y | +34.6% | +32.4% | +2.1% | +24.5% |
| 3Y | +90.0% | +194.7% | -104.8% | +42.8% |
| 5Y | +88.6% | +226.5% | -137.9% | +36.6% |
| All | +301.0% | +445.8% | -144.8% | +143.6% |
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