+553.1%
MA vs WELL
+423.1%
+130.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.3% | +4.4% | -2.1% | +0.8% |
| 30D | +14.7% | +10.8% | +3.9% | +10.7% |
| 3M | +13.5% | +4.2% | +9.3% | +11.7% |
| 6M | +33.1% | +14.0% | +19.1% | +26.7% |
| YTD | +15.1% | +33.4% | -18.4% | +3.1% |
| 1Y | +18.7% | +32.4% | -13.7% | +6.5% |
| 3Y | +72.1% | +194.7% | -122.7% | +14.5% |
| 5Y | +92.8% | +226.5% | -133.7% | +22.0% |
| All | +553.1% | +423.1% | +130.0% | +251.8% |
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