+46.2%
MSFT vs WELL
+204.0%
-157.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -1.8% | +5.7% | -7.5% | -1.8% |
| 3M | +5.6% | +4.6% | +1.0% | +5.7% |
| 6M | +29.8% | +11.9% | +18.0% | +29.8% |
| YTD | +9.0% | +33.6% | -24.6% | +6.9% |
| 1Y | +4.9% | +29.8% | -24.8% | +3.3% |
| 3Y | +46.2% | +202.2% | -155.9% | +20.9% |
| All | +46.2% | +204.0% | -157.8% | +20.9% |
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