0.0%
MSFT vs WELL
+43.5%
-43.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.0% |
| 7D | -1.4% | -1.3% | -0.1% | -1.7% |
| 30D | -1.0% | +0.5% | -1.5% | -0.8% |
| 3M | +20.2% | +19.1% | +1.1% | +24.7% |
| 6M | +21.3% | +17.0% | +4.3% | +25.3% |
| YTD | +2.8% | +29.2% | -26.4% | +7.3% |
| 1Y | 0.0% | +42.1% | -42.2% | +4.7% |
| All | 0.0% | +43.5% | -43.5% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling