+2.8%
GLD vs WELL
+37.3%
-34.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.8% |
| 7D | -0.3% | +9.2% | -9.4% | +0.3% |
| 30D | -1.9% | +10.6% | -12.5% | -1.2% |
| 3M | -0.4% | +7.5% | -7.9% | 0.0% |
| 6M | -10.2% | +15.0% | -25.2% | -8.7% |
| YTD | -6.0% | +35.0% | -41.1% | -0.7% |
| 1Y | +2.8% | +36.5% | -33.7% | +8.9% |
| All | +2.8% | +37.3% | -34.5% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling