+700.7%
GOOGL vs WELL
+464.2%
+236.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -15.6% | +6.8% | -22.4% | -17.0% |
| 3M | -13.0% | +6.7% | -19.7% | -14.5% |
| 6M | -22.8% | +13.8% | -36.6% | -25.5% |
| YTD | -4.4% | +33.8% | -38.2% | -11.5% |
| 1Y | +4.5% | +29.6% | -25.2% | -2.5% |
| 3Y | +127.4% | +203.1% | -75.7% | +70.4% |
| 5Y | +102.8% | +223.8% | -121.0% | +47.8% |
| All | +700.7% | +464.2% | +236.4% | +407.5% |
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