+160.5%
VEA vs WELL
+463.2%
-302.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +0.2% | +5.7% | -5.5% | -1.2% |
| 3M | -5.3% | +4.6% | -10.0% | -6.5% |
| 6M | -0.9% | +11.9% | -12.8% | -4.2% |
| YTD | +12.2% | +33.6% | -21.4% | +3.5% |
| 1Y | +16.1% | +29.8% | -13.7% | +7.8% |
| 3Y | +73.0% | +202.2% | -129.2% | +27.9% |
| 5Y | +53.7% | +223.2% | -169.5% | +10.3% |
| All | +160.5% | +463.2% | -302.7% | +61.7% |
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