+146.5%
EFA vs WELL
+463.2%
-316.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.4% | +5.7% | -4.3% | 0.0% |
| 3M | -4.2% | +4.6% | -8.8% | -5.3% |
| 6M | +1.9% | +11.9% | -9.9% | -1.3% |
| YTD | +10.2% | +33.6% | -23.4% | +1.8% |
| 1Y | +12.8% | +29.8% | -17.0% | +4.9% |
| 3Y | +65.2% | +202.2% | -137.0% | +22.9% |
| 5Y | +49.8% | +223.2% | -173.4% | +8.2% |
| All | +146.5% | +463.2% | -316.7% | +54.0% |
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