+152.0%
GE vs WELL
+340.0%
-188.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.6% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | -11.3% | +0.7% | -12.0% | -11.6% |
| 3M | -1.4% | +14.5% | -15.9% | -7.1% |
| 6M | +1.2% | +14.4% | -13.2% | -4.8% |
| YTD | +5.9% | +28.5% | -22.5% | -5.0% |
| 1Y | +18.4% | +41.8% | -23.4% | +1.7% |
| 3Y | +271.0% | +202.8% | +68.2% | +132.8% |
| 5Y | +417.9% | +208.8% | +209.1% | +217.4% |
| 10Y | +152.0% | +356.5% | -204.6% | +29.3% |
| All | +152.0% | +340.0% | -188.0% | +29.3% |
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 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