+216.1%
UNH vs WELL
+463.2%
-247.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +3.0% | +5.7% | -2.7% | +1.6% |
| 3M | +2.7% | +4.6% | -1.9% | +1.5% |
| 6M | +2.8% | +11.9% | -9.1% | -0.2% |
| YTD | +25.9% | +33.6% | -7.7% | +16.8% |
| 1Y | +25.8% | +29.8% | -4.0% | +17.5% |
| 3Y | -20.0% | +202.2% | -222.2% | -40.4% |
| 5Y | -2.8% | +223.2% | -226.1% | -29.8% |
| All | +216.1% | +463.2% | -247.1% | +87.0% |
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