+667.7%
GOOGL vs WELL
+475.0%
+192.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -16.8% | +7.8% | -24.6% | -18.4% |
| 3M | -14.6% | +10.2% | -24.8% | -16.7% |
| 6M | -24.4% | +16.4% | -40.8% | -27.4% |
| YTD | -6.1% | +35.2% | -41.2% | -13.2% |
| 1Y | +1.0% | +30.5% | -29.5% | -5.9% |
| 3Y | +123.4% | +206.1% | -82.7% | +67.3% |
| 5Y | +103.2% | +228.3% | -125.0% | +47.9% |
| 10Y | +667.7% | +468.3% | +199.4% | +394.6% |
| All | +667.7% | +475.0% | +192.8% | +394.6% |
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 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