+17,561.1%
LLY vs WELL
+18,826.3%
-1,265.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -2.1% | -0.8% | -1.4% | -2.0% |
| 30D | -1.6% | -0.1% | -1.5% | -1.6% |
| 3M | +2.3% | +18.0% | -15.7% | -1.2% |
| 6M | +14.9% | +15.0% | -0.1% | +11.5% |
| YTD | +7.5% | +28.6% | -21.1% | +1.8% |
| 1Y | +55.7% | +42.9% | +12.8% | +44.3% |
| 3Y | +110.6% | +203.0% | -92.4% | +67.8% |
| 5Y | +363.4% | +206.9% | +156.5% | +264.1% |
| 10Y | +1,649.0% | +339.5% | +1,309.5% | +1,099.9% |
| All | +17,561.1% | +18,826.3% | -1,265.1% | +8,437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling