+3,094.0%
SPY vs WELL
+8,692.4%
-5,598.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +0.1% | -0.1% | +0.1% | 0.0% |
| 3M | +2.0% | +18.0% | -16.0% | -3.5% |
| 6M | +13.0% | +15.0% | -2.0% | +7.5% |
| YTD | +13.5% | +28.6% | -15.1% | +4.1% |
| 1Y | +20.0% | +42.9% | -23.0% | +6.2% |
| 3Y | +77.2% | +203.0% | -125.8% | +22.4% |
| 5Y | +81.9% | +206.9% | -125.0% | +23.3% |
| 10Y | +314.1% | +339.5% | -25.4% | +128.8% |
| All | +3,094.0% | +8,692.4% | -5,598.3% | +752.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling