+632.4%
GEV vs WELL
+168.3%
+464.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +1.6% | -0.2% | +1.9% | +1.7% |
| 30D | -7.9% | +2.3% | -10.3% | -8.3% |
| 3M | +5.6% | +12.3% | -6.6% | +3.0% |
| 6M | +13.1% | +15.6% | -2.5% | +9.1% |
| YTD | +46.7% | +28.3% | +18.4% | +37.6% |
| 1Y | +51.3% | +41.9% | +9.4% | +36.9% |
| All | +632.4% | +168.3% | +464.1% | +434.8% |
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