+592.1%
JPM vs WELL
+340.0%
+252.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | -1.4% | +0.7% | -2.2% | -1.8% |
| 3M | +13.9% | +14.5% | -0.6% | +8.2% |
| 6M | +23.5% | +14.4% | +9.1% | +16.9% |
| YTD | +11.6% | +28.5% | -16.8% | +1.1% |
| 1Y | +21.4% | +41.8% | -20.4% | +5.7% |
| 3Y | +163.4% | +202.8% | -39.4% | +70.4% |
| 5Y | +152.5% | +208.8% | -56.3% | +59.0% |
| 10Y | +592.1% | +356.5% | +235.6% | +252.7% |
| All | +592.1% | +340.0% | +252.1% | +252.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling