+205.9%
MCD vs WELL
+475.0%
-269.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +16.6% | +7.8% | +8.8% | +14.2% |
| 3M | +0.9% | +10.2% | -9.3% | -1.8% |
| 6M | +1.5% | +16.4% | -14.9% | -3.1% |
| YTD | -8.3% | +35.2% | -43.5% | -16.3% |
| 1Y | -8.1% | +30.5% | -38.6% | -15.3% |
| 3Y | +10.3% | +206.1% | -195.8% | -21.2% |
| 5Y | +23.4% | +228.3% | -204.8% | -15.0% |
| 10Y | +205.9% | +468.3% | -262.4% | +67.7% |
| All | +205.9% | +475.0% | -269.0% | +67.7% |
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