+63.2%
PYPL vs WELL
+464.4%
-401.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +3.9% | +4.4% | -0.5% | +2.9% |
| 30D | +7.8% | +10.8% | -3.0% | +5.1% |
| 3M | -0.7% | +4.2% | -4.9% | -1.8% |
| 6M | +28.8% | +14.0% | +14.8% | +24.3% |
| YTD | +2.4% | +33.4% | -31.1% | -5.3% |
| 1Y | -9.6% | +32.4% | -42.0% | -16.3% |
| 3Y | +9.7% | +194.7% | -185.1% | -18.3% |
| 5Y | -73.5% | +226.5% | -299.9% | -80.9% |
| 10Y | +46.5% | +429.8% | -383.4% | -10.5% |
| All | +63.2% | +464.4% | -401.2% | -2.0% |
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