+444.2%
V vs WELL
+451.0%
-6.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -0.8% | +3.5% | -4.3% | -1.8% |
| 30D | +9.5% | +9.7% | -0.2% | +6.4% |
| 3M | +16.7% | +4.8% | +11.9% | +14.8% |
| 6M | +32.9% | +16.1% | +16.9% | +26.5% |
| YTD | +21.1% | +34.7% | -13.6% | +9.5% |
| 1Y | +26.6% | +31.9% | -5.3% | +15.1% |
| 3Y | +78.4% | +209.9% | -131.5% | +22.2% |
| 5Y | +105.5% | +226.5% | -121.1% | +36.3% |
| 10Y | +444.2% | +455.3% | -11.0% | +205.9% |
| All | +444.2% | +451.0% | -6.7% | +205.9% |
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