+2,896.3%
KLAC vs WELL
+356.7%
+2,539.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | -0.2% | -2.4% | -2.6% |
| 30D | -13.2% | +2.3% | -15.5% | -13.8% |
| 3M | -25.0% | +12.3% | -37.3% | -28.1% |
| 6M | +23.6% | +15.6% | +8.0% | +16.8% |
| YTD | +49.2% | +28.3% | +20.9% | +36.3% |
| 1Y | +89.3% | +41.9% | +47.4% | +67.0% |
| 3Y | +274.4% | +198.3% | +76.0% | +154.6% |
| 5Y | +440.9% | +206.4% | +234.5% | +259.8% |
| All | +2,896.3% | +356.7% | +2,539.6% | +1,476.1% |
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