+2,043.2%
LLY vs WELL
+423.1%
+1,620.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.5% | +4.4% | -8.9% | -5.1% |
| 30D | +13.9% | +10.8% | +3.1% | +12.1% |
| 3M | +13.8% | +4.2% | +9.5% | +13.0% |
| 6M | +37.6% | +14.0% | +23.6% | +34.8% |
| YTD | +26.6% | +33.4% | -6.8% | +20.9% |
| 1Y | +45.3% | +32.4% | +12.9% | +38.9% |
| 3Y | +132.2% | +194.7% | -62.5% | +98.3% |
| 5Y | +434.7% | +226.5% | +208.2% | +348.5% |
| All | +2,043.2% | +423.1% | +1,620.1% | +1,662.7% |
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