+237.0%
HOOD vs WELL
+208.2%
+28.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.1% |
| 7D | +13.4% | -1.3% | +14.7% | +14.0% |
| 30D | +25.8% | +0.5% | +25.3% | +25.6% |
| 3M | +38.0% | +19.1% | +18.9% | +28.0% |
| 6M | +52.2% | +17.0% | +35.2% | +41.2% |
| YTD | +3.7% | +29.2% | -25.5% | -8.4% |
| 1Y | +0.1% | +42.1% | -42.1% | -15.9% |
| 3Y | +992.6% | +204.5% | +788.0% | +553.7% |
| 5Y | +193.0% | +211.0% | -18.0% | +67.3% |
| All | +237.0% | +208.2% | +28.8% | +84.2% |
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