+51.4%
PYPL vs WELL
+444.0%
-392.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -1.0% | -2.5% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | -4.9% | -0.1% | -4.8% | -4.9% |
| 3M | +28.9% | +18.0% | +10.8% | +23.6% |
| 6M | +18.2% | +15.0% | +3.2% | +13.8% |
| YTD | -5.0% | +28.6% | -33.6% | -11.2% |
| 1Y | -18.8% | +42.9% | -61.7% | -26.3% |
| 3Y | -12.6% | +203.0% | -215.6% | -35.3% |
| 5Y | -80.8% | +206.9% | -287.7% | -86.0% |
| 10Y | +49.9% | +339.5% | -289.6% | -3.9% |
| All | +51.4% | +444.0% | -392.7% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling