+121.1%
EEM vs WELL
+463.2%
-342.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -5.4% | +5.7% | -11.0% | -6.6% |
| 3M | -8.6% | +4.6% | -13.3% | -9.7% |
| 6M | -8.9% | +11.9% | -20.7% | -11.6% |
| YTD | +11.9% | +33.6% | -21.7% | +4.1% |
| 1Y | +13.1% | +29.8% | -16.7% | +5.8% |
| 3Y | +70.7% | +202.2% | -131.5% | +30.1% |
| 5Y | +31.8% | +223.2% | -191.5% | -2.4% |
| All | +121.1% | +463.2% | -342.0% | +38.1% |
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