-26.3%
U vs WELL
+407.8%
-434.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +24.4% | +3.0% | +21.3% | +23.5% |
| 30D | +7.4% | +10.2% | -2.8% | +4.8% |
| 3M | +16.8% | +6.1% | +10.7% | +14.9% |
| 6M | +78.8% | +16.6% | +62.1% | +70.6% |
| YTD | +14.0% | +35.3% | -21.4% | +3.2% |
| 1Y | +16.7% | +31.5% | -14.8% | +6.5% |
| 3Y | +86.4% | +206.5% | -120.1% | +25.4% |
| 5Y | -71.5% | +222.0% | -293.4% | -82.0% |
| All | -26.3% | +407.8% | -434.1% | -47.5% |
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