+542.4%
GLW vs WELL
+451.0%
+91.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.3% | +9.0% |
| 7D | -5.9% | +3.5% | -9.4% | -6.9% |
| 30D | -26.0% | +9.7% | -35.7% | -28.3% |
| 3M | -29.9% | +4.8% | -34.7% | -31.1% |
| 6M | -37.8% | +16.1% | -53.8% | -41.4% |
| YTD | +33.1% | +34.7% | -1.6% | +19.4% |
| 1Y | +36.8% | +31.9% | +4.9% | +23.4% |
| 3Y | +356.1% | +209.9% | +146.2% | +206.0% |
| 5Y | +243.8% | +226.5% | +17.3% | +123.4% |
| 10Y | +542.4% | +455.3% | +87.1% | +238.2% |
| All | +542.4% | +451.0% | +91.4% | +238.2% |
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