+39.4%
GM vs WELL
+37.3%
+2.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +5.0% |
| 7D | +12.1% | +9.2% | +2.9% | +13.4% |
| 30D | +15.2% | +10.6% | +4.6% | +16.6% |
| 3M | +4.9% | +7.5% | -2.6% | +5.9% |
| 6M | +22.6% | +15.0% | +7.6% | +24.2% |
| YTD | +14.4% | +35.0% | -20.6% | +20.1% |
| 1Y | +39.4% | +36.5% | +2.9% | +44.2% |
| All | +39.4% | +37.3% | +2.1% | +44.2% |
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 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