+306.5%
IVV vs WELL
+423.1%
-116.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | +4.4% | -7.1% | -3.8% |
| 30D | -5.4% | +10.8% | -16.2% | -7.9% |
| 3M | -4.1% | +4.2% | -8.3% | -5.3% |
| 6M | +0.7% | +14.0% | -13.3% | -3.2% |
| YTD | +8.7% | +33.4% | -24.7% | -0.1% |
| 1Y | +11.0% | +32.4% | -21.4% | +2.1% |
| 3Y | +75.4% | +194.7% | -119.3% | +28.3% |
| 5Y | +68.3% | +226.5% | -158.1% | +18.3% |
| All | +306.5% | +423.1% | -116.6% | +147.8% |
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 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