-37.8%
U vs WELL
+382.0%
-419.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +4.4% | -1.1% | +5.5% | +4.7% |
| 30D | -1.3% | +0.7% | -2.0% | -1.5% |
| 3M | +49.6% | +14.5% | +35.1% | +43.8% |
| 6M | +100.2% | +14.4% | +85.8% | +91.9% |
| YTD | -3.7% | +28.5% | -32.2% | -11.5% |
| 1Y | -6.5% | +41.8% | -48.3% | -17.1% |
| 3Y | +12.9% | +202.8% | -189.9% | -23.9% |
| 5Y | -68.3% | +208.8% | -277.1% | -79.6% |
| All | -37.8% | +382.0% | -419.8% | -55.0% |
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