+3,922.7%
DELL vs WELL
+356.9%
+3,565.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.3% | -5.3% |
| 7D | -1.9% | -2.2% | +0.4% | -1.3% |
| 30D | +14.9% | +4.7% | +10.2% | +13.4% |
| 3M | +37.2% | +11.9% | +25.3% | +32.3% |
| 6M | +254.0% | +14.3% | +239.7% | +236.7% |
| YTD | +306.1% | +28.4% | +277.8% | +271.6% |
| 1Y | +312.3% | +42.3% | +270.0% | +264.0% |
| 3Y | +654.0% | +202.6% | +451.5% | +409.7% |
| 5Y | +1,055.3% | +206.5% | +848.8% | +667.7% |
| All | +3,922.7% | +356.9% | +3,565.8% | +2,023.9% |
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