+229.5%
GM vs WELL
+204.0%
+25.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +3.6% | +5.7% | -2.1% | +3.4% |
| 3M | -0.2% | +4.6% | -4.9% | -0.4% |
| 6M | +13.9% | +11.9% | +2.1% | +13.3% |
| YTD | +6.5% | +33.6% | -27.1% | +4.2% |
| 1Y | +20.7% | +29.8% | -9.1% | +18.4% |
| 3Y | +229.5% | +202.2% | +27.3% | +173.1% |
| All | +229.5% | +204.0% | +25.4% | +173.1% |
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