+307.7%
GLW vs WELL
+195.0%
+112.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -13.9% | +4.4% | -18.4% | -14.5% |
| 30D | -35.0% | +10.8% | -45.8% | -36.1% |
| 3M | -32.4% | +4.2% | -36.6% | -32.8% |
| 6M | -41.3% | +14.0% | -55.3% | -43.0% |
| YTD | +21.8% | +33.4% | -11.6% | +13.2% |
| 1Y | +21.8% | +32.4% | -10.6% | +13.1% |
| 3Y | +307.7% | +194.7% | +112.9% | +205.2% |
| All | +307.7% | +195.0% | +112.7% | +205.2% |
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 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