+893.1%
MSFT vs WELL
+445.8%
+447.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +1.7% | +4.4% | -2.8% | +0.7% |
| 30D | +0.2% | +10.8% | -10.6% | -2.1% |
| 3M | +6.4% | +4.2% | +2.1% | +5.2% |
| 6M | +28.7% | +14.0% | +14.7% | +24.3% |
| YTD | +10.4% | +33.4% | -23.0% | +2.3% |
| 1Y | +7.6% | +32.4% | -24.8% | -0.2% |
| 3Y | +52.3% | +194.7% | -142.4% | +14.5% |
| 5Y | +64.5% | +226.5% | -161.9% | +18.9% |
| All | +893.1% | +445.8% | +447.4% | +508.2% |
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 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