+565.2%
FLEX vs WELL
+423.1%
+142.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.7% | +4.6% |
| 7D | -19.3% | +4.4% | -23.7% | -20.8% |
| 30D | -41.5% | +10.8% | -52.3% | -44.2% |
| 3M | -43.1% | +4.2% | -47.3% | -44.5% |
| 6M | -48.2% | +14.0% | -62.2% | -51.8% |
| YTD | +15.5% | +33.4% | -17.9% | +0.5% |
| 1Y | +10.2% | +32.4% | -22.2% | -4.0% |
| 3Y | +256.8% | +194.7% | +62.1% | +115.2% |
| 5Y | +408.2% | +226.5% | +181.8% | +187.3% |
| All | +565.2% | +423.1% | +142.1% | +190.1% |
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