+149.9%
IBM vs WELL
+451.0%
-301.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -2.5% | +3.5% | -6.0% | -3.3% |
| 30D | +8.4% | +9.7% | -1.3% | +5.9% |
| 3M | +4.5% | +4.8% | -0.3% | +3.1% |
| 6M | +7.9% | +16.1% | -8.2% | +3.3% |
| YTD | -15.2% | +34.7% | -49.9% | -22.2% |
| 1Y | -17.6% | +31.9% | -49.5% | -24.0% |
| 3Y | +82.1% | +209.9% | -127.8% | +33.3% |
| 5Y | +143.3% | +226.5% | -83.2% | +73.3% |
| 10Y | +149.9% | +455.3% | -305.4% | +54.6% |
| All | +149.9% | +451.0% | -301.1% | +54.6% |
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