+133.6%
HOOD vs WELL
+219.2%
-85.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.5% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | -26.4% | +6.8% | -33.2% | -28.3% |
| 3M | -14.3% | +6.7% | -21.0% | -16.5% |
| 6M | +3.9% | +13.8% | -9.9% | -2.2% |
| YTD | -28.1% | +33.8% | -61.9% | -37.5% |
| 1Y | -38.8% | +29.6% | -68.5% | -46.0% |
| 3Y | +888.5% | +203.1% | +685.4% | +492.0% |
| 5Y | +131.0% | +223.8% | -92.8% | +38.0% |
| All | +133.6% | +219.2% | -85.6% | +25.8% |
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