+23.8%
IWM vs WELL
+221.0%
-197.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +2.3% | +5.7% | -3.4% | +0.3% |
| 3M | -8.3% | +4.6% | -12.9% | -9.9% |
| 6M | -1.3% | +11.9% | -13.2% | -5.7% |
| YTD | +13.5% | +33.6% | -20.1% | +0.9% |
| 1Y | +18.4% | +29.8% | -11.4% | +6.2% |
| 3Y | +69.6% | +202.2% | -132.5% | +2.3% |
| All | +23.8% | +221.0% | -197.3% | -28.4% |
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