+112.4%
MS vs WELL
+227.0%
-114.6%
-32.4%
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 | -1.6% | +4.4% | -6.0% | -2.8% |
| 30D | -3.8% | +10.8% | -14.6% | -6.8% |
| 3M | -14.6% | +4.2% | -18.8% | -15.8% |
| 6M | -5.1% | +14.0% | -19.1% | -9.5% |
| YTD | +4.5% | +33.4% | -28.9% | -6.4% |
| 1Y | +13.5% | +32.4% | -18.9% | +1.7% |
| 3Y | +160.4% | +194.7% | -34.3% | +66.1% |
| All | +112.4% | +227.0% | -114.6% | +30.1% |
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