+82.2%
IBM vs WELL
+204.0%
-121.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +1.6% | +0.1% | +1.4% | +1.6% |
| 30D | +9.2% | +5.7% | +3.5% | +8.6% |
| 3M | +4.9% | +4.6% | +0.3% | +4.4% |
| 6M | +16.8% | +11.9% | +4.9% | +15.8% |
| YTD | -14.3% | +33.6% | -47.9% | -19.3% |
| 1Y | -16.7% | +29.8% | -46.5% | -21.0% |
| 3Y | +82.2% | +202.2% | -119.9% | +38.7% |
| All | +82.2% | +204.0% | -121.8% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling