+18.3%
HYG vs WELL
+203.1%
-184.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -0.7% | +2.3% | -3.1% | -1.0% |
| 3M | -0.2% | +12.3% | -12.5% | -1.7% |
| 6M | +1.4% | +15.6% | -14.1% | -0.5% |
| YTD | +1.5% | +28.3% | -26.9% | -1.9% |
| 1Y | +2.9% | +41.9% | -39.0% | -2.0% |
| 3Y | +25.6% | +198.3% | -172.7% | +6.6% |
| All | +18.3% | +203.1% | -184.8% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling