+569.6%
MA vs WELL
+475.0%
+94.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +11.0% | +7.8% | +3.3% | +8.2% |
| 3M | +17.9% | +10.2% | +7.6% | +13.9% |
| 6M | +33.2% | +16.4% | +16.8% | +25.8% |
| YTD | +16.5% | +35.2% | -18.7% | +3.9% |
| 1Y | +19.1% | +30.5% | -11.4% | +7.4% |
| 3Y | +70.6% | +206.1% | -135.5% | +11.9% |
| 5Y | +92.1% | +228.3% | -136.2% | +21.3% |
| 10Y | +569.6% | +468.3% | +101.3% | +262.8% |
| All | +569.6% | +475.0% | +94.6% | +262.8% |
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