+526.8%
MSTR vs WELL
+459.5%
+67.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | -10.7% | +3.0% | -13.8% | -11.6% |
| 30D | -21.6% | +10.2% | -31.8% | -24.2% |
| 3M | +24.4% | +6.1% | +18.3% | +21.6% |
| 6M | -35.5% | +16.6% | -52.1% | -39.4% |
| YTD | -20.3% | +35.3% | -55.7% | -29.2% |
| 1Y | -49.3% | +31.5% | -80.8% | -54.6% |
| 3Y | +137.8% | +206.5% | -68.7% | +55.1% |
| 5Y | +48.3% | +222.0% | -173.6% | -4.9% |
| 10Y | +526.8% | +473.8% | +53.0% | +225.1% |
| All | +526.8% | +459.5% | +67.3% | +225.1% |
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