+115.5%
IBM vs WELL
+207.3%
-91.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.5% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +0.3% | -0.1% | +0.4% | +0.2% |
| 3M | -21.6% | +18.0% | -39.6% | -24.3% |
| 6M | -4.7% | +15.0% | -19.7% | -7.9% |
| YTD | -19.1% | +28.6% | -47.7% | -24.4% |
| 1Y | -2.5% | +42.9% | -45.4% | -11.6% |
| 3Y | +74.2% | +203.0% | -128.9% | +28.8% |
| All | +115.5% | +207.3% | -91.9% | +57.8% |
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