+59.6%
T vs WELL
+195.0%
-135.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.0% | +4.4% | -3.4% | -0.2% |
| 30D | -10.6% | +10.8% | -21.4% | -13.2% |
| 3M | -7.7% | +4.2% | -12.0% | -8.9% |
| 6M | -13.3% | +14.0% | -27.3% | -16.7% |
| YTD | -8.8% | +33.4% | -42.2% | -16.5% |
| 1Y | -8.4% | +32.4% | -40.8% | -16.0% |
| 3Y | +59.6% | +194.7% | -135.1% | +20.4% |
| All | +59.6% | +195.0% | -135.3% | +20.4% |
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