+55.0%
MSFT vs WELL
+204.6%
-149.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -2.0% |
| 7D | -2.7% | -0.8% | -1.9% | -2.7% |
| 30D | +2.7% | -0.1% | +2.8% | +2.7% |
| 3M | +17.0% | +18.0% | -1.1% | +16.1% |
| 6M | +23.8% | +15.0% | +8.8% | +22.8% |
| YTD | +4.0% | +28.6% | -24.6% | +1.7% |
| 1Y | -0.8% | +42.9% | -43.7% | -4.7% |
| All | +55.0% | +204.6% | -149.6% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling