+105.9%
T vs WELL
+204.6%
-98.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.4% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | +11.4% | -0.1% | +11.4% | +11.3% |
| 3M | +14.3% | +18.0% | -3.7% | +8.9% |
| 6M | -9.3% | +15.0% | -24.3% | -13.1% |
| YTD | +7.1% | +28.6% | -21.5% | -0.9% |
| 1Y | -9.1% | +42.9% | -52.0% | -18.8% |
| All | +105.9% | +204.6% | -98.7% | +48.9% |
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