+229.5%
EWY vs WELL
+463.2%
-233.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -10.7% | +5.7% | -16.3% | -11.9% |
| 3M | -20.1% | +4.6% | -24.7% | -21.1% |
| 6M | -24.3% | +11.9% | -36.2% | -27.1% |
| YTD | +46.9% | +33.6% | +13.3% | +35.0% |
| 1Y | +55.2% | +29.8% | +25.4% | +43.6% |
| 3Y | +157.0% | +202.2% | -45.2% | +88.5% |
| 5Y | +98.9% | +223.2% | -124.4% | +41.7% |
| All | +229.5% | +463.2% | -233.6% | +95.4% |
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