+97.5%
MO vs WELL
+211.0%
-113.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | +3.6% | +0.7% | +2.8% | +3.4% |
| 3M | -3.7% | +14.5% | -18.2% | -6.7% |
| 6M | +4.5% | +14.4% | -9.9% | +1.2% |
| YTD | +21.5% | +28.5% | -7.0% | +14.6% |
| 1Y | +9.5% | +41.8% | -32.2% | +0.8% |
| 3Y | +93.6% | +202.8% | -109.2% | +48.7% |
| 5Y | +97.5% | +208.8% | -111.3% | +54.2% |
| All | +97.5% | +211.0% | -113.5% | +54.2% |
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