+36.9%
PYPL vs WELL
+335.2%
-298.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +1.7% | -1.3% | +3.1% | +2.1% |
| 30D | -9.7% | +0.5% | -10.3% | -9.9% |
| 3M | +29.2% | +19.1% | +10.1% | +23.8% |
| 6M | +13.9% | +17.0% | -3.1% | +9.2% |
| YTD | -8.1% | +29.2% | -37.3% | -14.2% |
| 1Y | -21.4% | +42.1% | -63.5% | -28.5% |
| 3Y | -11.8% | +204.5% | -216.4% | -34.8% |
| 5Y | -81.1% | +211.0% | -292.1% | -86.3% |
| 10Y | +36.9% | +337.6% | -300.7% | -8.3% |
| All | +36.9% | +335.2% | -298.3% | -8.3% |
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