+339.2%
GLW vs WELL
+204.0%
+135.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | -18.8% | +5.7% | -24.5% | -19.5% |
| 3M | -27.7% | +4.6% | -32.4% | -28.3% |
| 6M | -44.4% | +11.9% | -56.3% | -45.6% |
| YTD | +31.3% | +33.6% | -2.3% | +22.1% |
| 1Y | +40.0% | +29.8% | +10.3% | +30.9% |
| 3Y | +339.2% | +202.2% | +137.1% | +238.6% |
| All | +339.2% | +204.0% | +135.2% | +238.6% |
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