+409.6%
NEM vs WELL
+19,558.2%
-19,148.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | +1.4% | +5.7% | -4.2% | +0.5% |
| 3M | -0.7% | +4.6% | -5.3% | -1.4% |
| 6M | -4.5% | +11.9% | -16.3% | -6.4% |
| YTD | +14.0% | +33.6% | -19.5% | +8.7% |
| 1Y | +27.3% | +29.8% | -2.5% | +21.7% |
| 3Y | +250.5% | +202.2% | +48.3% | +195.3% |
| 5Y | +121.1% | +223.2% | -102.2% | +83.2% |
| 10Y | +358.3% | +461.7% | -103.4% | +237.8% |
| All | +409.6% | +19,558.2% | -19,148.6% | +283.6% |
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 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