+872.1%
MSFT vs WELL
+356.9%
+515.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -3.5% | -2.2% | -1.2% | -3.0% |
| 30D | -2.1% | +4.7% | -6.8% | -3.1% |
| 3M | +24.2% | +11.9% | +12.2% | +20.7% |
| 6M | +21.9% | +14.3% | +7.6% | +17.4% |
| YTD | +2.5% | +28.4% | -25.9% | -4.1% |
| 1Y | -0.8% | +42.3% | -43.1% | -9.7% |
| 3Y | +50.8% | +202.6% | -151.8% | +12.5% |
| 5Y | +73.5% | +206.5% | -133.0% | +27.3% |
| All | +872.1% | +356.9% | +515.2% | +512.5% |
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