+158.3%
VEA vs WELL
+356.9%
-198.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -2.1% | -2.2% | +0.2% | -1.5% |
| 30D | -1.1% | +4.7% | -5.7% | -2.2% |
| 3M | +5.1% | +11.9% | -6.9% | +1.9% |
| 6M | +9.8% | +14.3% | -4.5% | +5.6% |
| YTD | +15.9% | +28.4% | -12.4% | +8.1% |
| 1Y | +24.6% | +42.3% | -17.7% | +12.9% |
| 3Y | +75.5% | +202.6% | -127.0% | +29.9% |
| 5Y | +59.4% | +206.5% | -147.1% | +16.0% |
| All | +158.3% | +356.9% | -198.6% | +68.3% |
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 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