+79.9%
SPY vs WELL
+202.0%
-122.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +0.1% | +3.5% | -3.4% | -0.4% |
| 30D | -3.3% | +9.7% | -13.0% | -4.6% |
| 3M | -2.4% | +4.8% | -7.2% | -3.1% |
| 6M | +2.6% | +16.1% | -13.5% | 0.0% |
| YTD | +11.2% | +34.7% | -23.5% | +4.9% |
| 1Y | +13.4% | +31.9% | -18.5% | +7.3% |
| 3Y | +79.9% | +209.9% | -130.0% | +34.5% |
| All | +79.9% | +202.0% | -122.1% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling