+282.7%
FLEX vs WELL
+204.0%
+78.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | +7.5% | +0.1% | +7.3% | +7.4% |
| 30D | -25.3% | +5.7% | -30.9% | -25.7% |
| 3M | -39.7% | +4.6% | -44.3% | -40.0% |
| 6M | -47.9% | +11.9% | -59.7% | -49.0% |
| YTD | +24.1% | +33.6% | -9.5% | +16.2% |
| 1Y | +26.0% | +29.8% | -3.8% | +18.4% |
| 3Y | +282.7% | +202.2% | +80.5% | +159.3% |
| All | +282.7% | +204.0% | +78.6% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling