+376.8%
V vs WELL
+335.2%
+41.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | +1.9% | +0.5% | +1.4% | +1.6% |
| 3M | +15.5% | +19.1% | -3.5% | +9.3% |
| 6M | +16.6% | +17.0% | -0.4% | +10.5% |
| YTD | +5.7% | +29.2% | -23.5% | -3.1% |
| 1Y | +8.6% | +42.1% | -33.6% | -3.8% |
| 3Y | +52.5% | +204.5% | -152.0% | +5.1% |
| 5Y | +67.1% | +211.0% | -143.8% | +12.6% |
| 10Y | +376.8% | +337.6% | +39.2% | +182.7% |
| All | +376.8% | +335.2% | +41.6% | +182.7% |
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