+271.6%
NEM vs WELL
+208.2%
+63.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.6% | -4.3% |
| 7D | +11.6% | +3.0% | +8.6% | +10.8% |
| 30D | +1.8% | +10.2% | -8.4% | -0.8% |
| 3M | +2.5% | +6.1% | -3.6% | +0.8% |
| 6M | +3.4% | +16.6% | -13.2% | -1.4% |
| YTD | +20.9% | +35.3% | -14.4% | +9.1% |
| 1Y | +37.2% | +31.5% | +5.7% | +24.7% |
| 3Y | +271.6% | +206.5% | +65.2% | +124.6% |
| All | +271.6% | +208.2% | +63.4% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling