+3,781.0%
SHOP vs WELL
+463.2%
+3,317.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -14.7% | +5.7% | -20.4% | -16.0% |
| 3M | -7.2% | +4.6% | -11.8% | -8.4% |
| 6M | +54.2% | +11.9% | +42.3% | +49.3% |
| YTD | -8.6% | +33.6% | -42.2% | -15.9% |
| 1Y | +0.5% | +29.8% | -29.3% | -6.9% |
| 3Y | +135.9% | +202.2% | -66.2% | +72.4% |
| 5Y | -11.9% | +223.2% | -235.1% | -37.2% |
| All | +3,781.0% | +463.2% | +3,317.9% | +2,624.5% |
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