+559.1%
SCHD vs WELL
+800.3%
-241.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | +1.5% | +0.5% | +1.0% | +1.3% |
| 3M | +7.4% | +19.1% | -11.7% | +2.3% |
| 6M | +12.4% | +17.0% | -4.6% | +7.3% |
| YTD | +27.5% | +29.2% | -1.7% | +18.4% |
| 1Y | +30.0% | +42.1% | -12.1% | +17.4% |
| 3Y | +56.5% | +204.5% | -148.1% | +13.7% |
| 5Y | +60.7% | +211.0% | -150.3% | +14.5% |
| 10Y | +237.8% | +337.6% | -99.8% | +108.2% |
| All | +559.1% | +800.3% | -241.2% | +187.8% |
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