+304.8%
SPY vs WELL
+459.5%
-154.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -0.6% | +3.0% | -3.6% | -1.3% |
| 30D | -3.7% | +10.2% | -13.9% | -6.1% |
| 3M | -2.7% | +6.1% | -8.9% | -4.4% |
| 6M | +2.2% | +16.6% | -14.4% | -2.3% |
| YTD | +10.8% | +35.3% | -24.5% | +1.6% |
| 1Y | +11.2% | +31.5% | -20.2% | +2.6% |
| 3Y | +76.5% | +206.5% | -130.0% | +28.3% |
| 5Y | +72.9% | +222.0% | -149.0% | +22.5% |
| 10Y | +304.8% | +473.8% | -169.0% | +147.3% |
| All | +304.8% | +459.5% | -154.7% | +147.3% |
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