+77.6%
V vs WELL
+195.0%
-117.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.2% | +4.4% | -2.2% | +1.3% |
| 30D | +13.6% | +10.8% | +2.8% | +11.3% |
| 3M | +14.3% | +4.2% | +10.1% | +13.2% |
| 6M | +33.1% | +14.0% | +19.1% | +29.3% |
| YTD | +21.2% | +33.4% | -12.2% | +13.2% |
| 1Y | +26.4% | +32.4% | -6.0% | +18.0% |
| 3Y | +77.6% | +194.7% | -117.2% | +34.3% |
| All | +77.6% | +195.0% | -117.4% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling