+25.2%
LQD vs WELL
+463.2%
-437.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +0.5% | +5.7% | -5.1% | +0.1% |
| 3M | -2.3% | +4.6% | -6.9% | -2.7% |
| 6M | -3.1% | +11.9% | -14.9% | -4.0% |
| YTD | -3.0% | +33.6% | -36.6% | -5.3% |
| 1Y | -2.6% | +29.8% | -32.3% | -4.7% |
| 3Y | +15.2% | +202.2% | -187.0% | +5.2% |
| 5Y | -5.2% | +223.2% | -228.4% | -14.3% |
| All | +25.2% | +463.2% | -437.9% | +8.2% |
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