+1,005.1%
FLEX vs WELL
+332.8%
+672.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.6% |
| 30D | -10.1% | -0.1% | -10.1% | -10.3% |
| 3M | -31.3% | +18.0% | -49.4% | -36.7% |
| 6M | +71.3% | +15.0% | +56.3% | +59.7% |
| YTD | +81.2% | +28.6% | +52.6% | +61.0% |
| 1Y | +98.5% | +42.9% | +55.6% | +67.9% |
| 3Y | +428.2% | +203.0% | +225.2% | +216.2% |
| 5Y | +657.3% | +206.9% | +450.4% | +342.0% |
| All | +1,005.1% | +332.8% | +672.3% | +409.0% |
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