+2,926.4%
V vs WELL
+1,108.3%
+1,818.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | +2.0% | -0.1% | +2.0% | +1.9% |
| 3M | +17.4% | +18.0% | -0.7% | +10.0% |
| 6M | +17.5% | +15.0% | +2.5% | +10.7% |
| YTD | +7.6% | +28.6% | -21.0% | -3.1% |
| 1Y | +7.7% | +42.9% | -35.2% | -7.2% |
| 3Y | +54.7% | +203.0% | -148.4% | -1.4% |
| 5Y | +73.0% | +206.9% | -133.8% | +7.6% |
| 10Y | +390.9% | +339.5% | +51.4% | +138.3% |
| All | +2,926.4% | +1,108.3% | +1,818.1% | +698.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling