-16.6%
SLB vs WELL
+451.0%
-467.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.5% |
| 7D | -3.7% | +3.5% | -7.2% | -5.1% |
| 30D | +2.9% | +9.7% | -6.8% | -1.4% |
| 3M | +0.2% | +4.8% | -4.6% | -2.4% |
| 6M | -4.4% | +16.1% | -20.5% | -11.4% |
| YTD | +33.4% | +34.7% | -1.3% | +14.9% |
| 1Y | +40.8% | +31.9% | +8.9% | +22.1% |
| 3Y | +3.2% | +209.9% | -206.7% | -41.6% |
| 5Y | +64.8% | +226.5% | -161.7% | -11.4% |
| 10Y | -16.6% | +455.3% | -471.8% | -64.3% |
| All | -16.6% | +451.0% | -467.5% | -64.3% |
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