+1,252.0%
MSTR vs WELL
+4,455.1%
-3,203.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | +12.2% | -0.8% | +13.0% | +12.5% |
| 30D | +45.2% | -0.1% | +45.2% | +45.2% |
| 3M | +10.4% | +18.0% | -7.6% | +2.9% |
| 6M | -2.5% | +15.0% | -17.5% | -8.5% |
| YTD | -6.0% | +28.6% | -34.6% | -15.6% |
| 1Y | -56.4% | +42.9% | -99.3% | -62.6% |
| 3Y | +306.3% | +203.0% | +103.3% | +158.9% |
| 5Y | +100.5% | +206.9% | -106.4% | +27.8% |
| 10Y | +741.1% | +339.5% | +401.6% | +319.2% |
| All | +1,252.0% | +4,455.1% | -3,203.2% | +139.3% |
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