+3,569.5%
SHOP vs WELL
+445.8%
+3,123.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -5.4% | +4.4% | -9.9% | -6.5% |
| 30D | -10.3% | +10.8% | -21.1% | -12.6% |
| 3M | +1.0% | +4.2% | -3.2% | -0.2% |
| 6M | +41.2% | +14.0% | +27.2% | +36.0% |
| YTD | -7.5% | +33.4% | -40.9% | -14.8% |
| 1Y | -4.6% | +32.4% | -37.0% | -12.0% |
| 3Y | +146.4% | +194.7% | -48.3% | +81.6% |
| 5Y | -2.5% | +226.5% | -229.0% | -30.5% |
| All | +3,569.5% | +445.8% | +3,123.8% | +2,520.4% |
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