+133,470.8%
MSFT vs WELL
+18,826.3%
+114,644.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +2.7% | -0.1% | +2.8% | +2.7% |
| 3M | +17.0% | +18.0% | -1.1% | +11.4% |
| 6M | +23.8% | +15.0% | +8.8% | +18.3% |
| YTD | +4.0% | +28.6% | -24.6% | -3.9% |
| 1Y | -0.8% | +42.9% | -43.7% | -11.1% |
| 3Y | +55.6% | +203.0% | -147.4% | +11.8% |
| 5Y | +72.9% | +206.9% | -134.0% | +22.2% |
| 10Y | +875.8% | +339.5% | +536.3% | +474.0% |
| All | +133,470.8% | +18,826.3% | +114,644.6% | +45,673.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling