+741.9%
IWM vs WELL
+6,344.0%
-5,602.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.0% | +4.4% | -6.5% | -3.9% |
| 30D | -1.5% | +10.8% | -12.3% | -6.0% |
| 3M | -8.0% | +4.2% | -12.2% | -10.0% |
| 6M | -4.1% | +14.0% | -18.1% | -10.5% |
| YTD | +11.9% | +33.4% | -21.5% | -3.2% |
| 1Y | +15.0% | +32.4% | -17.4% | -0.3% |
| 3Y | +64.2% | +194.7% | -130.5% | -3.0% |
| 5Y | +20.4% | +226.5% | -206.1% | -33.4% |
| 10Y | +168.0% | +429.8% | -261.9% | +3.3% |
| All | +741.9% | +6,344.0% | -5,602.1% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling