+81.0%
F vs WELL
+451.0%
-370.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.3% |
| 7D | -0.6% | +3.5% | -4.1% | -1.9% |
| 30D | +2.9% | +9.7% | -6.8% | -0.7% |
| 3M | -9.5% | +4.8% | -14.3% | -11.3% |
| 6M | +4.0% | +16.1% | -12.1% | -2.5% |
| YTD | -1.3% | +34.7% | -36.0% | -13.0% |
| 1Y | -1.9% | +31.9% | -33.9% | -13.0% |
| 3Y | +53.5% | +209.9% | -156.4% | -5.2% |
| 5Y | -15.1% | +226.5% | -241.7% | -49.0% |
| 10Y | +81.0% | +455.3% | -374.3% | -8.3% |
| All | +81.0% | +451.0% | -370.0% | -8.3% |
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