+514.9%
GEV vs WELL
+179.3%
+335.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -14.7% | +5.7% | -20.3% | -15.4% |
| 3M | -23.4% | +4.6% | -28.1% | -24.0% |
| 6M | -24.3% | +11.9% | -36.2% | -25.7% |
| YTD | +23.2% | +33.6% | -10.4% | +14.8% |
| 1Y | +44.2% | +29.8% | +14.5% | +35.3% |
| All | +514.9% | +179.3% | +335.5% | +346.2% |
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