-22.7%
U vs WELL
+401.2%
-423.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | +27.6% | +5.7% | +21.9% | +25.8% |
| 3M | +15.3% | +4.6% | +10.7% | +13.8% |
| 6M | +96.4% | +11.9% | +84.5% | +89.5% |
| YTD | +19.6% | +33.6% | -14.0% | +8.6% |
| 1Y | +42.1% | +29.8% | +12.3% | +30.1% |
| 3Y | +87.5% | +202.2% | -114.6% | +26.6% |
| 5Y | -73.1% | +223.2% | -296.4% | -83.0% |
| All | -22.7% | +401.2% | -423.9% | -44.7% |
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