-17.3%
SLB vs WELL
+459.5%
-476.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.2% |
| 7D | -4.3% | +3.0% | -7.3% | -5.5% |
| 30D | +1.9% | +10.2% | -8.3% | -2.5% |
| 3M | -5.7% | +6.1% | -11.8% | -8.6% |
| 6M | -5.3% | +16.6% | -22.0% | -12.5% |
| YTD | +32.2% | +35.3% | -3.2% | +13.6% |
| 1Y | +38.5% | +31.5% | +7.0% | +20.3% |
| 3Y | +1.1% | +206.5% | -205.3% | -42.5% |
| 5Y | +70.3% | +222.0% | -151.7% | -7.8% |
| 10Y | -17.3% | +473.8% | -491.1% | -63.9% |
| All | -17.3% | +459.5% | -476.8% | -63.9% |
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