+455.5%
V vs WELL
+459.5%
-4.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +0.8% | +3.0% | -2.2% | -0.1% |
| 30D | +9.9% | +10.2% | -0.3% | +6.7% |
| 3M | +17.5% | +6.1% | +11.4% | +15.2% |
| 6M | +33.5% | +16.6% | +16.8% | +26.8% |
| YTD | +21.6% | +35.3% | -13.8% | +9.8% |
| 1Y | +27.6% | +31.5% | -3.9% | +16.1% |
| 3Y | +76.4% | +206.5% | -130.1% | +21.3% |
| 5Y | +103.8% | +222.0% | -118.1% | +35.9% |
| 10Y | +455.5% | +473.8% | -18.3% | +215.2% |
| All | +455.5% | +459.5% | -4.0% | +215.2% |
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