+132.4%
HOOD vs WELL
+218.2%
-85.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -4.8% | +4.4% | -9.2% | -6.2% |
| 30D | -26.1% | +10.8% | -36.9% | -29.0% |
| 3M | -10.8% | +4.2% | -15.0% | -12.4% |
| 6M | +2.4% | +14.0% | -11.6% | -3.8% |
| YTD | -28.5% | +33.4% | -61.9% | -37.8% |
| 1Y | -36.3% | +32.4% | -68.7% | -44.4% |
| 3Y | +743.7% | +194.7% | +548.9% | +410.6% |
| 5Y | +118.6% | +226.5% | -107.8% | +32.6% |
| All | +132.4% | +218.2% | -85.9% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling