+6,161.3%
NKE vs WELL
+18,826.3%
-12,664.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -8.6% | -0.1% | -8.5% | -8.6% |
| 3M | -11.0% | +18.0% | -29.1% | -15.7% |
| 6M | -33.2% | +15.0% | -48.2% | -36.4% |
| YTD | -38.1% | +28.6% | -66.7% | -43.2% |
| 1Y | -47.4% | +42.9% | -90.3% | -53.3% |
| 3Y | -59.8% | +203.0% | -262.8% | -72.2% |
| 5Y | -74.2% | +206.9% | -281.1% | -82.5% |
| 10Y | -23.5% | +339.5% | -362.9% | -57.4% |
| All | +6,161.3% | +18,826.3% | -12,664.9% | +1,207.4% |
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