+121.9%
EEM vs WELL
+464.2%
-342.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | -7.0% | +6.8% | -13.8% | -8.4% |
| 3M | -8.0% | +6.7% | -14.7% | -9.4% |
| 6M | -6.6% | +13.8% | -20.4% | -9.7% |
| YTD | +12.3% | +33.8% | -21.5% | +4.5% |
| 1Y | +12.2% | +29.6% | -17.5% | +5.0% |
| 3Y | +71.2% | +203.1% | -131.9% | +30.4% |
| 5Y | +32.2% | +223.8% | -191.6% | -2.1% |
| All | +121.9% | +464.2% | -342.3% | +38.6% |
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