+816.6%
GLD vs WELL
+1,783.7%
-967.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | -1.1% | +18.0% | -19.1% | -1.6% |
| 6M | -13.8% | +15.0% | -28.8% | -14.1% |
| YTD | +2.6% | +28.6% | -26.0% | +1.9% |
| 1Y | +24.5% | +42.9% | -18.4% | +23.2% |
| 3Y | +125.8% | +203.0% | -77.2% | +119.2% |
| 5Y | +137.8% | +206.9% | -69.1% | +130.2% |
| 10Y | +221.4% | +339.5% | -118.1% | +207.8% |
| All | +816.6% | +1,783.7% | -967.2% | +766.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling