+2,490.2%
NVDL vs WELL
+277.0%
+2,213.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -10.3% | -0.2% | -10.1% | -10.3% |
| 30D | -7.1% | +2.3% | -9.4% | -7.4% |
| 3M | +6.6% | +12.3% | -5.7% | +5.2% |
| 6M | +21.1% | +15.6% | +5.5% | +18.8% |
| YTD | +15.2% | +28.3% | -13.1% | +11.2% |
| 1Y | +18.8% | +41.9% | -23.1% | +12.3% |
| 3Y | +649.9% | +198.3% | +451.6% | +507.7% |
| All | +2,490.2% | +277.0% | +2,213.2% | +1,790.5% |
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 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