+47.2%
PYPL vs WELL
+451.0%
-403.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +2.2% | +3.5% | -1.3% | +1.3% |
| 30D | +8.1% | +9.7% | -1.6% | +5.7% |
| 3M | +1.9% | +4.8% | -2.9% | +0.7% |
| 6M | +33.1% | +16.1% | +17.0% | +28.0% |
| YTD | +3.8% | +34.7% | -30.9% | -4.2% |
| 1Y | -8.3% | +31.9% | -40.2% | -14.9% |
| 3Y | +11.9% | +209.9% | -198.0% | -17.7% |
| 5Y | -70.4% | +226.5% | -297.0% | -78.8% |
| 10Y | +47.2% | +455.3% | -408.1% | -6.4% |
| All | +47.2% | +451.0% | -403.8% | -6.4% |
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