-19.0%
IBM vs WELL
+30.8%
-49.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +10.1% | +7.8% | +2.3% | +11.9% |
| 3M | +4.8% | +10.2% | -5.4% | +7.2% |
| 6M | +12.6% | +16.4% | -3.8% | +19.3% |
| YTD | -13.9% | +35.2% | -49.1% | -10.6% |
| All | -19.0% | +30.8% | -49.9% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling