+138.2%
IBM vs WELL
+227.0%
-88.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.0% | +4.4% | -9.4% | -5.7% |
| 30D | +11.1% | +10.8% | +0.3% | +9.0% |
| 3M | +5.7% | +4.2% | +1.5% | +4.8% |
| 6M | +10.1% | +14.0% | -3.9% | +7.0% |
| YTD | -15.6% | +33.4% | -49.0% | -21.5% |
| 1Y | -19.5% | +32.4% | -52.0% | -25.1% |
| 3Y | +80.4% | +194.7% | -114.3% | +35.9% |
| All | +138.2% | +227.0% | -88.8% | +74.1% |
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