-4.8%
SLB vs WELL
+335.2%
-339.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +0.4% | -1.3% | +1.7% | +1.0% |
| 30D | +13.6% | +0.5% | +13.1% | +13.0% |
| 3M | +1.5% | +19.1% | -17.6% | -6.4% |
| 6M | +23.0% | +17.0% | +6.1% | +13.6% |
| YTD | +51.2% | +29.2% | +22.0% | +33.1% |
| 1Y | +63.5% | +42.1% | +21.3% | +37.1% |
| 3Y | +2.5% | +204.5% | -202.0% | -41.5% |
| 5Y | +139.2% | +211.0% | -71.8% | +31.8% |
| 10Y | -4.8% | +337.6% | -342.4% | -57.0% |
| All | -4.8% | +335.2% | -339.9% | -57.0% |
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