+105.0%
DAL vs WELL
+464.2%
-359.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +9.1% | +6.8% | +2.3% | +5.6% |
| 3M | -3.5% | +6.7% | -10.2% | -6.8% |
| 6M | +23.4% | +13.8% | +9.6% | +14.6% |
| YTD | +26.0% | +33.8% | -7.8% | +7.5% |
| 1Y | +44.6% | +29.6% | +15.0% | +25.0% |
| 3Y | +162.7% | +203.1% | -40.4% | +42.6% |
| 5Y | +113.0% | +223.8% | -110.9% | +9.7% |
| All | +105.0% | +464.2% | -359.2% | -16.7% |
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