+32.9%
DIS vs WELL
+475.0%
-442.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +10.3% | +7.8% | +2.5% | +7.5% |
| 3M | +15.6% | +10.2% | +5.3% | +11.8% |
| 6M | +15.1% | +16.4% | -1.2% | +8.9% |
| YTD | +6.0% | +35.2% | -29.2% | -5.1% |
| 1Y | +5.7% | +30.5% | -24.8% | -4.4% |
| 3Y | +39.8% | +206.1% | -166.3% | -7.7% |
| 5Y | -23.9% | +228.3% | -252.1% | -51.7% |
| 10Y | +32.9% | +468.3% | -435.4% | -31.5% |
| All | +32.9% | +475.0% | -442.0% | -31.5% |
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 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