+313.4%
IVV vs WELL
+475.0%
-161.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -2.3% | +7.8% | -10.1% | -4.3% |
| 3M | -1.2% | +10.2% | -11.4% | -3.8% |
| 6M | +3.3% | +16.4% | -13.1% | -1.3% |
| YTD | +12.3% | +35.2% | -22.8% | +2.8% |
| 1Y | +12.5% | +30.5% | -17.9% | +3.9% |
| 3Y | +79.2% | +206.1% | -126.9% | +29.5% |
| 5Y | +75.6% | +228.3% | -152.6% | +23.1% |
| 10Y | +313.4% | +468.3% | -154.9% | +150.0% |
| All | +313.4% | +475.0% | -161.6% | +150.0% |
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