+687.9%
NFLX vs WELL
+340.0%
+347.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -8.1% | -1.1% | -7.0% | -7.9% |
| 30D | -0.3% | +0.7% | -1.1% | -0.4% |
| 3M | -6.6% | +14.5% | -21.1% | -8.7% |
| 6M | -22.7% | +14.4% | -37.1% | -24.4% |
| YTD | -18.9% | +28.5% | -47.4% | -22.3% |
| 1Y | -39.8% | +41.8% | -81.6% | -43.3% |
| 3Y | +71.7% | +202.8% | -131.1% | +43.0% |
| 5Y | +27.2% | +208.8% | -181.6% | +4.6% |
| 10Y | +687.9% | +356.5% | +331.3% | +489.6% |
| All | +687.9% | +340.0% | +347.9% | +489.6% |
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 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