+131.6%
IBM vs WELL
+335.2%
-203.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | -1.5% | +0.5% | -2.0% | -1.7% |
| 3M | -16.8% | +19.1% | -35.8% | -20.4% |
| 6M | -9.0% | +17.0% | -26.0% | -13.1% |
| YTD | -20.1% | +29.2% | -49.2% | -25.8% |
| 1Y | -7.0% | +42.1% | -49.2% | -15.9% |
| 3Y | +72.4% | +204.5% | -132.2% | +26.9% |
| 5Y | +112.0% | +211.0% | -99.0% | +53.0% |
| 10Y | +131.6% | +337.6% | -206.1% | +49.5% |
| All | +131.6% | +335.2% | -203.6% | +49.5% |
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