+3,772.8%
SHOP vs WELL
+464.2%
+3,308.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | -16.8% | +6.8% | -23.6% | -18.3% |
| 3M | -2.4% | +6.7% | -9.1% | -4.1% |
| 6M | +47.0% | +13.8% | +33.2% | +41.7% |
| YTD | -8.8% | +33.8% | -42.7% | -16.1% |
| 1Y | -6.3% | +29.6% | -35.9% | -13.1% |
| 3Y | +139.3% | +203.1% | -63.8% | +74.7% |
| 5Y | -12.1% | +223.8% | -235.9% | -37.4% |
| All | +3,772.8% | +464.2% | +3,308.6% | +2,617.5% |
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