+122.8%
DAL vs WELL
+423.1%
-300.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +8.8% | +4.4% | +4.4% | +6.6% |
| 30D | +5.4% | +10.8% | -5.4% | +0.1% |
| 3M | -4.9% | +4.2% | -9.1% | -7.2% |
| 6M | +19.8% | +14.0% | +5.8% | +11.2% |
| YTD | +27.0% | +33.4% | -6.4% | +8.5% |
| 1Y | +52.5% | +32.4% | +20.0% | +30.4% |
| 3Y | +173.8% | +194.7% | -20.9% | +51.1% |
| 5Y | +104.5% | +226.5% | -121.9% | +5.1% |
| All | +122.8% | +423.1% | -300.3% | -8.3% |
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