+578.8%
MS vs WELL
+451.0%
+127.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.2% | +2.8% |
| 7D | +0.7% | +3.5% | -2.8% | -0.4% |
| 30D | -0.9% | +9.7% | -10.6% | -4.3% |
| 3M | -13.0% | +4.8% | -17.8% | -14.6% |
| 6M | -2.0% | +16.1% | -18.1% | -7.9% |
| YTD | +7.8% | +34.7% | -26.9% | -4.7% |
| 1Y | +17.9% | +31.9% | -14.1% | +4.8% |
| 3Y | +174.8% | +209.9% | -35.1% | +74.2% |
| 5Y | +119.9% | +226.5% | -106.7% | +34.6% |
| 10Y | +578.8% | +455.3% | +123.6% | +248.3% |
| All | +578.8% | +451.0% | +127.9% | +248.3% |
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