+95.1%
F vs WELL
+332.8%
-237.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +2.2% |
| 7D | +5.3% | -0.8% | +6.1% | +5.6% |
| 30D | +4.6% | -0.1% | +4.7% | +4.5% |
| 3M | -3.7% | +18.0% | -21.7% | -10.1% |
| 6M | +16.8% | +15.0% | +1.8% | +9.8% |
| YTD | +15.3% | +28.6% | -13.3% | +3.6% |
| 1Y | +31.0% | +42.9% | -11.9% | +12.6% |
| 3Y | +45.4% | +203.0% | -157.6% | -9.3% |
| 5Y | +54.7% | +206.9% | -152.2% | -4.8% |
| All | +95.1% | +332.8% | -237.7% | +3.1% |
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