+204.9%
CVX vs WELL
+475.0%
-270.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -0.8% | +7.8% | -8.6% | -3.4% |
| 3M | +9.4% | +10.2% | -0.8% | +5.6% |
| 6M | +17.5% | +16.4% | +1.2% | +10.9% |
| YTD | +43.8% | +35.2% | +8.7% | +28.2% |
| 1Y | +41.9% | +30.5% | +11.4% | +27.8% |
| 3Y | +69.1% | +206.1% | -136.9% | +9.6% |
| 5Y | +128.3% | +228.3% | -100.0% | +41.1% |
| 10Y | +204.9% | +468.3% | -263.4% | +51.7% |
| All | +204.9% | +475.0% | -270.0% | +51.7% |
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