+6,094.5%
NKE vs WELL
+19,558.2%
-13,463.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +7.6% | +5.7% | +2.0% | +5.8% |
| 3M | -6.9% | +4.6% | -11.5% | -8.2% |
| 6M | -8.5% | +11.9% | -20.4% | -11.9% |
| YTD | -38.8% | +33.6% | -72.4% | -44.4% |
| 1Y | -40.6% | +29.8% | -70.3% | -45.6% |
| 3Y | -60.9% | +202.2% | -263.1% | -72.9% |
| 5Y | -75.4% | +223.2% | -298.6% | -83.5% |
| 10Y | -13.5% | +461.7% | -475.1% | -55.4% |
| All | +6,094.5% | +19,558.2% | -13,463.7% | +1,178.5% |
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