+251.0%
DIA vs WELL
+340.0%
-89.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -2.7% | +0.7% | -3.4% | -2.9% |
| 3M | +3.3% | +14.5% | -11.2% | -0.7% |
| 6M | +10.4% | +14.4% | -4.0% | +5.9% |
| YTD | +10.0% | +28.5% | -18.5% | +1.9% |
| 1Y | +16.2% | +41.8% | -25.6% | +4.5% |
| 3Y | +58.7% | +202.8% | -144.1% | +13.7% |
| 5Y | +63.6% | +208.8% | -145.2% | +14.9% |
| 10Y | +251.0% | +356.5% | -105.5% | +113.0% |
| All | +251.0% | +340.0% | -89.0% | +113.0% |
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