+452.9%
NFLX vs WELL
+464.2%
-11.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -11.0% | +6.8% | -17.8% | -12.0% |
| 3M | -15.5% | +6.7% | -22.3% | -16.4% |
| 6M | -28.5% | +13.8% | -42.3% | -30.0% |
| YTD | -33.1% | +33.8% | -67.0% | -36.3% |
| 1Y | -45.8% | +29.6% | -75.5% | -48.2% |
| 3Y | +40.2% | +203.1% | -162.9% | +17.2% |
| 5Y | -8.2% | +223.8% | -232.0% | -24.7% |
| All | +452.9% | +464.2% | -11.3% | +315.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling