+172.1%
GM vs WELL
+201.0%
-28.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -1.1% | -2.2% | +1.2% | -0.9% |
| 30D | -3.4% | +4.7% | -8.1% | -3.7% |
| 3M | +8.7% | +11.9% | -3.3% | +7.5% |
| 6M | +15.4% | +14.3% | +1.1% | +13.8% |
| YTD | +6.6% | +28.4% | -21.8% | +3.6% |
| 1Y | +51.5% | +42.3% | +9.2% | +44.4% |
| All | +172.1% | +201.0% | -28.9% | +107.6% |
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