+231.1%
GM vs WELL
+356.7%
-125.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -1.1% | +2.3% | -3.4% | -2.0% |
| 3M | +6.1% | +12.3% | -6.1% | +0.9% |
| 6M | +15.0% | +15.6% | -0.6% | +7.5% |
| YTD | +6.0% | +28.3% | -22.3% | -5.3% |
| 1Y | +47.1% | +41.9% | +5.2% | +25.6% |
| 3Y | +170.5% | +198.3% | -27.8% | +64.5% |
| 5Y | +80.5% | +206.4% | -125.9% | +7.1% |
| All | +231.1% | +356.7% | -125.6% | +57.3% |
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 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