+476.9%
NEM vs WELL
+18,826.3%
-18,349.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +23.1% | -0.1% | +23.2% | +23.1% |
| 3M | +18.5% | +18.0% | +0.5% | +15.3% |
| 6M | +7.8% | +15.0% | -7.2% | +5.3% |
| YTD | +29.1% | +28.6% | +0.5% | +23.9% |
| 1Y | +72.7% | +42.9% | +29.7% | +62.7% |
| 3Y | +248.7% | +203.0% | +45.7% | +193.9% |
| 5Y | +148.7% | +206.9% | -58.2% | +107.6% |
| 10Y | +304.8% | +339.5% | -34.7% | +209.5% |
| All | +476.9% | +18,826.3% | -18,349.3% | +337.0% |
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