+152.8%
JPM vs WELL
+215.5%
-62.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | -1.1% | +0.5% | -1.6% | -1.3% |
| 3M | +14.1% | +19.1% | -4.9% | +8.8% |
| 6M | +23.3% | +17.0% | +6.3% | +17.8% |
| YTD | +11.3% | +29.2% | -17.9% | +3.2% |
| 1Y | +23.0% | +42.1% | -19.2% | +10.8% |
| 3Y | +162.6% | +204.5% | -42.0% | +86.0% |
| 5Y | +152.8% | +211.0% | -58.2% | +79.5% |
| All | +152.8% | +215.5% | -62.7% | +79.5% |
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 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