+643.2%
GEV vs WELL
+170.2%
+473.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +3.0% |
| 7D | +8.1% | -1.3% | +9.4% | +8.3% |
| 30D | -1.9% | +0.5% | -2.4% | -2.0% |
| 3M | +4.1% | +19.1% | -15.0% | -0.1% |
| 6M | +23.2% | +17.0% | +6.2% | +18.6% |
| YTD | +48.9% | +29.2% | +19.7% | +39.5% |
| 1Y | +62.2% | +42.1% | +20.0% | +46.9% |
| All | +643.2% | +170.2% | +473.0% | +442.0% |
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