+162.6%
JPM vs WELL
+204.7%
-42.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | -1.1% | +0.5% | -1.6% | -1.3% |
| 3M | +14.1% | +19.1% | -4.9% | +9.9% |
| 6M | +23.3% | +17.0% | +6.3% | +18.9% |
| YTD | +11.3% | +29.2% | -17.9% | +4.7% |
| 1Y | +23.0% | +42.1% | -19.2% | +12.8% |
| 3Y | +162.6% | +204.5% | -42.0% | +92.5% |
| All | +162.6% | +204.7% | -42.2% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling