+351.3%
DAL vs WELL
+1,173.6%
-822.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +3.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | -13.9% | -0.1% | -13.8% | -14.1% |
| 3M | +1.1% | +18.0% | -17.0% | -9.0% |
| 6M | +26.2% | +15.0% | +11.2% | +14.9% |
| YTD | +16.4% | +28.6% | -12.2% | -1.3% |
| 1Y | +33.9% | +42.9% | -9.1% | +5.8% |
| 3Y | +93.4% | +203.0% | -109.6% | -5.7% |
| 5Y | +106.4% | +206.9% | -100.5% | -2.6% |
| 10Y | +143.0% | +339.5% | -196.5% | -18.1% |
| All | +351.3% | +1,173.6% | -822.3% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling