+189.9%
LQD vs WELL
+2,589.1%
-2,399.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | -0.8% | -0.1% | -0.7% | -0.8% |
| 3M | -1.9% | +18.0% | -20.0% | -2.7% |
| 6M | -2.7% | +15.0% | -17.7% | -3.4% |
| YTD | -1.3% | +28.6% | -29.9% | -2.6% |
| 1Y | 0.0% | +42.9% | -42.9% | -1.9% |
| 3Y | +14.9% | +203.0% | -188.1% | +8.7% |
| 5Y | -4.6% | +206.9% | -211.4% | -10.1% |
| 10Y | +22.0% | +339.5% | -317.5% | +11.8% |
| All | +189.9% | +2,589.1% | -2,399.2% | +164.0% |
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