+78.4%
IVV vs WELL
+202.9%
-124.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | +2.0% | +18.0% | -16.0% | -1.2% |
| 6M | +13.0% | +15.0% | -2.0% | +9.8% |
| YTD | +13.6% | +28.6% | -15.0% | +7.5% |
| 1Y | +20.1% | +42.9% | -22.8% | +10.5% |
| All | +78.4% | +202.9% | -124.6% | +31.1% |
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 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