+72.7%
NEM vs WELL
+42.4%
+30.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.9% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +23.1% | -0.1% | +23.2% | +23.1% |
| 3M | +18.5% | +18.0% | +0.5% | +19.2% |
| 6M | +7.8% | +15.0% | -7.2% | +9.2% |
| YTD | +29.1% | +28.6% | +0.5% | +36.0% |
| 1Y | +72.7% | +42.9% | +29.7% | +77.3% |
| All | +72.7% | +42.4% | +30.2% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling