+135.3%
JPM vs WELL
+221.0%
-85.7%
-37.9%
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 | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +3.3% | +5.7% | -2.4% | +1.7% |
| 3M | -4.2% | +4.6% | -8.8% | -5.4% |
| 6M | +16.4% | +11.9% | +4.5% | +12.5% |
| YTD | +9.5% | +33.6% | -24.1% | +0.3% |
| 1Y | +14.0% | +29.8% | -15.8% | +5.2% |
| 3Y | +153.1% | +202.2% | -49.1% | +76.5% |
| All | +135.3% | +221.0% | -85.7% | +61.4% |
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