+284.1%
UNP vs WELL
+459.5%
-175.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.9% | +3.0% | -4.0% | -1.8% |
| 30D | +8.0% | +10.2% | -2.2% | +4.7% |
| 3M | +3.3% | +6.1% | -2.8% | +1.2% |
| 6M | +14.7% | +16.6% | -1.9% | +8.9% |
| YTD | +31.9% | +35.3% | -3.4% | +19.3% |
| 1Y | +37.1% | +31.5% | +5.6% | +25.1% |
| 3Y | +51.9% | +206.5% | -154.6% | +4.6% |
| 5Y | +39.3% | +222.0% | -182.6% | -6.9% |
| 10Y | +284.1% | +473.8% | -189.7% | +110.7% |
| All | +284.1% | +459.5% | -175.4% | +110.7% |
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