+217.2%
CVX vs WELL
+356.9%
-139.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.7% | -2.2% | +2.9% | +1.5% |
| 30D | +9.1% | +4.7% | +4.4% | +7.4% |
| 3M | +13.1% | +11.9% | +1.1% | +8.6% |
| 6M | +16.3% | +14.3% | +2.0% | +10.3% |
| YTD | +43.5% | +28.4% | +15.1% | +30.5% |
| 1Y | +40.2% | +42.3% | -2.1% | +22.4% |
| 3Y | +44.2% | +202.6% | -158.3% | -6.1% |
| 5Y | +170.6% | +206.5% | -35.9% | +71.6% |
| All | +217.2% | +356.9% | -139.7% | +66.0% |
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