+228.4%
UNH vs WELL
+356.7%
-128.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -6.5% | +2.3% | -8.9% | -7.1% |
| 3M | -6.0% | +12.3% | -18.3% | -8.6% |
| 6M | +33.7% | +15.6% | +18.1% | +28.7% |
| YTD | +16.4% | +28.3% | -11.9% | +9.1% |
| 1Y | +10.1% | +41.9% | -31.8% | +0.5% |
| 3Y | -16.3% | +198.3% | -214.6% | -37.6% |
| 5Y | +2.1% | +206.4% | -204.3% | -25.5% |
| All | +228.4% | +356.7% | -128.4% | +101.1% |
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