+554.8%
MA vs WELL
+451.0%
+103.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -0.3% | +3.5% | -3.8% | -1.5% |
| 30D | +11.3% | +9.7% | +1.6% | +7.8% |
| 3M | +16.7% | +4.8% | +11.9% | +14.7% |
| 6M | +32.8% | +16.1% | +16.7% | +25.6% |
| YTD | +15.6% | +34.7% | -19.1% | +3.2% |
| 1Y | +19.6% | +31.9% | -12.4% | +7.4% |
| 3Y | +72.1% | +209.9% | -137.8% | +12.4% |
| 5Y | +96.0% | +226.5% | -130.5% | +23.9% |
| 10Y | +554.8% | +455.3% | +99.5% | +251.4% |
| All | +554.8% | +451.0% | +103.8% | +251.4% |
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