+1,692.6%
PLTR vs WELL
+402.2%
+1,290.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -5.3% | -1.3% | -4.0% | -4.9% |
| 30D | -1.0% | +0.5% | -1.5% | -1.2% |
| 3M | +24.8% | +19.1% | +5.7% | +17.1% |
| 6M | +8.4% | +17.0% | -8.6% | +1.4% |
| YTD | -4.2% | +29.2% | -33.4% | -14.2% |
| 1Y | +9.1% | +42.1% | -33.1% | -6.6% |
| 3Y | +1,025.6% | +204.5% | +821.0% | +603.3% |
| 5Y | +565.8% | +211.0% | +354.8% | +306.4% |
| All | +1,692.6% | +402.2% | +1,290.4% | +960.1% |
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