+67.3%
F vs WELL
+463.2%
-395.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | 0.0% | +5.7% | -5.6% | -2.1% |
| 3M | -13.2% | +4.6% | -17.8% | -14.9% |
| 6M | -10.2% | +11.9% | -22.1% | -14.7% |
| YTD | -4.9% | +33.6% | -38.5% | -16.0% |
| 1Y | -6.1% | +29.8% | -35.9% | -16.2% |
| 3Y | +46.0% | +202.2% | -156.2% | -9.2% |
| 5Y | -15.7% | +223.2% | -238.9% | -49.3% |
| All | +67.3% | +463.2% | -395.8% | -16.8% |
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