+22.7%
MCD vs WELL
+227.0%
-204.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +7.1% | +4.4% | +2.7% | +6.2% |
| 30D | +19.8% | +10.8% | +9.0% | +17.2% |
| 3M | +0.8% | +4.2% | -3.4% | -0.2% |
| 6M | -1.3% | +14.0% | -15.3% | -4.2% |
| YTD | -7.8% | +33.4% | -41.2% | -13.6% |
| 1Y | -5.0% | +32.4% | -37.4% | -10.9% |
| 3Y | +10.5% | +194.7% | -184.2% | -13.7% |
| All | +22.7% | +227.0% | -204.3% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling