+120.4%
MSTR vs WELL
+207.3%
-87.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.3% |
| 7D | +12.2% | -0.8% | +13.0% | +12.7% |
| 30D | +45.2% | -0.1% | +45.2% | +45.2% |
| 3M | +10.4% | +18.0% | -7.6% | -0.8% |
| 6M | -2.5% | +15.0% | -17.5% | -11.5% |
| YTD | -6.0% | +28.6% | -34.6% | -20.9% |
| 1Y | -56.4% | +42.9% | -99.3% | -66.2% |
| 3Y | +306.3% | +203.0% | +103.3% | +71.6% |
| All | +120.4% | +207.3% | -87.0% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling