+168.1%
DAL vs WELL
+195.5%
-27.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | +4.6% | +5.3% | -0.7% | +3.6% |
| 30D | +2.3% | +8.7% | -6.4% | +0.7% |
| 3M | -8.1% | +3.8% | -11.9% | -8.8% |
| 6M | +21.4% | +15.4% | +6.1% | +17.4% |
| YTD | +24.3% | +33.7% | -9.3% | +16.4% |
| 1Y | +47.4% | +33.6% | +13.7% | +37.7% |
| All | +168.1% | +195.5% | -27.4% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling