+474.2%
NVDA vs WELL
+222.4%
+251.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -13.2% | +0.1% | -13.3% | -13.2% |
| 30D | -23.2% | +7.8% | -31.0% | -25.1% |
| 3M | -20.0% | +10.2% | -30.3% | -22.7% |
| 6M | -20.6% | +16.4% | -37.0% | -25.1% |
| YTD | -6.6% | +35.2% | -41.8% | -17.0% |
| 1Y | -9.8% | +30.5% | -40.3% | -19.0% |
| 3Y | +260.5% | +206.1% | +54.4% | +110.1% |
| 5Y | +474.2% | +228.3% | +245.9% | +214.7% |
| All | +474.2% | +222.4% | +251.8% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling