+74.3%
F vs WELL
+459.5%
-385.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +1.0% | +3.0% | -2.1% | -0.2% |
| 30D | +2.1% | +10.2% | -8.1% | -1.7% |
| 3M | -10.3% | +6.1% | -16.4% | -12.5% |
| 6M | +3.3% | +16.6% | -13.4% | -3.4% |
| YTD | -2.0% | +35.3% | -37.3% | -13.8% |
| 1Y | -2.3% | +31.5% | -33.8% | -13.2% |
| 3Y | +49.9% | +206.5% | -156.6% | -7.1% |
| 5Y | -12.5% | +222.0% | -234.4% | -47.2% |
| 10Y | +74.3% | +473.8% | -399.5% | -12.7% |
| All | +74.3% | +459.5% | -385.2% | -12.7% |
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