+65.3%
T vs WELL
+335.2%
-269.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | +7.6% | +0.5% | +7.1% | +7.4% |
| 3M | +15.3% | +19.1% | -3.8% | +10.2% |
| 6M | -8.5% | +17.0% | -25.4% | -12.4% |
| YTD | +6.8% | +29.2% | -22.4% | -0.4% |
| 1Y | -7.2% | +42.1% | -49.4% | -15.7% |
| 3Y | +108.2% | +204.5% | -96.3% | +55.3% |
| 5Y | +66.1% | +211.0% | -144.9% | +21.9% |
| 10Y | +65.3% | +337.6% | -272.3% | +12.7% |
| All | +65.3% | +335.2% | -269.9% | +12.7% |
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