-24.0%
NKE vs WELL
+356.7%
-380.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -0.2% | -3.9% | -4.1% |
| 30D | -8.2% | +2.3% | -10.5% | -8.8% |
| 3M | -19.1% | +12.3% | -31.3% | -21.7% |
| 6M | -32.6% | +15.6% | -48.2% | -35.5% |
| YTD | -40.7% | +28.3% | -69.0% | -44.9% |
| 1Y | -48.9% | +41.9% | -90.8% | -53.9% |
| 3Y | -59.2% | +198.3% | -257.6% | -70.7% |
| 5Y | -75.3% | +206.4% | -281.8% | -82.6% |
| All | -24.0% | +356.7% | -380.7% | -55.0% |
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 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