+99.5%
U vs WELL
+195.0%
-95.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +36.6% | +4.4% | +32.1% | +36.4% |
| 30D | +13.3% | +10.8% | +2.5% | +13.0% |
| 3M | +26.2% | +4.2% | +22.0% | +26.1% |
| 6M | +88.7% | +14.0% | +74.7% | +87.0% |
| YTD | +16.6% | +33.4% | -16.9% | +11.8% |
| 1Y | +29.0% | +32.4% | -3.5% | +23.5% |
| 3Y | +99.5% | +194.7% | -95.2% | +26.6% |
| All | +99.5% | +195.0% | -95.5% | +26.6% |
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