+808.3%
IWM vs WELL
+6,111.5%
-5,303.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +1.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +1.6% | +18.0% | -16.4% | -6.3% |
| 6M | +13.6% | +15.0% | -1.4% | +5.6% |
| YTD | +20.8% | +28.6% | -7.9% | +6.5% |
| 1Y | +26.4% | +42.9% | -16.5% | +5.8% |
| 3Y | +60.7% | +203.0% | -142.3% | -6.2% |
| 5Y | +38.2% | +206.9% | -168.7% | -21.4% |
| 10Y | +169.5% | +339.5% | -170.0% | +14.4% |
| All | +808.3% | +6,111.5% | -5,303.2% | -9.9% |
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