+139.3%
HOOD vs WELL
+221.3%
-82.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.6% |
| 7D | -0.6% | +3.5% | -4.1% | -1.8% |
| 30D | -23.6% | +9.7% | -33.3% | -26.3% |
| 3M | -10.7% | +4.8% | -15.5% | -12.4% |
| 6M | +8.2% | +16.1% | -7.9% | +0.9% |
| YTD | -26.3% | +34.7% | -61.0% | -36.1% |
| 1Y | -36.1% | +31.9% | -68.0% | -44.1% |
| 3Y | +950.7% | +209.9% | +740.8% | +524.0% |
| 5Y | +127.0% | +226.5% | -99.5% | +35.8% |
| All | +139.3% | +221.3% | -82.0% | +28.5% |
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