+5,285.6%
MS vs WELL
+9,757.0%
-4,471.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.4% |
| 7D | -3.4% | +5.3% | -8.7% | -6.0% |
| 30D | -3.9% | +8.7% | -12.6% | -8.4% |
| 3M | -15.9% | +3.8% | -19.7% | -18.0% |
| 6M | -2.5% | +15.4% | -17.8% | -11.2% |
| YTD | +5.1% | +33.7% | -28.6% | -12.5% |
| 1Y | +13.0% | +33.6% | -20.7% | -6.2% |
| 3Y | +160.7% | +194.2% | -33.5% | +36.4% |
| 5Y | +114.0% | +227.0% | -113.0% | +2.6% |
| 10Y | +637.5% | +430.7% | +206.7% | +120.5% |
| All | +5,285.6% | +9,757.0% | -4,471.3% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling