+1,671.4%
TER vs WELL
+332.8%
+1,338.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.5% | +6.1% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | -8.3% | -0.1% | -8.2% | -8.4% |
| 3M | -12.2% | +18.0% | -30.2% | -17.5% |
| 6M | +17.1% | +15.0% | +2.1% | +11.1% |
| YTD | +84.7% | +28.6% | +56.1% | +69.3% |
| 1Y | +199.9% | +42.9% | +157.0% | +165.4% |
| 3Y | +232.8% | +203.0% | +29.7% | +127.8% |
| 5Y | +198.6% | +206.9% | -8.3% | +101.7% |
| All | +1,671.4% | +332.8% | +1,338.6% | +923.8% |
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 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