+20.0%
IWM vs WELL
+227.0%
-207.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.0% | +4.4% | -6.5% | -3.4% |
| 30D | -1.5% | +10.8% | -12.3% | -4.9% |
| 3M | -8.0% | +4.2% | -12.2% | -9.5% |
| 6M | -4.1% | +14.0% | -18.1% | -9.0% |
| YTD | +11.9% | +33.4% | -21.5% | -0.4% |
| 1Y | +15.0% | +32.4% | -17.4% | +2.5% |
| 3Y | +64.2% | +194.7% | -130.5% | +0.6% |
| All | +20.0% | +227.0% | -207.0% | -30.2% |
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