+79.8%
F vs WELL
+423.1%
-343.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.6% | +4.4% | -2.9% | -0.1% |
| 30D | +2.6% | +10.8% | -8.2% | -1.3% |
| 3M | -8.8% | +4.2% | -13.0% | -10.5% |
| 6M | +4.6% | +14.0% | -9.4% | -1.3% |
| YTD | -1.9% | +33.4% | -35.3% | -13.2% |
| 1Y | -0.8% | +32.4% | -33.2% | -12.1% |
| 3Y | +43.5% | +194.7% | -151.3% | -9.5% |
| 5Y | -12.1% | +226.5% | -238.5% | -47.1% |
| All | +79.8% | +423.1% | -343.3% | -10.6% |
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