+173.7%
VEA vs WELL
+1,397.4%
-1,223.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +1.9% | -0.1% | +2.0% | +1.9% |
| 3M | +3.2% | +18.0% | -14.8% | -3.1% |
| 6M | +10.2% | +15.0% | -4.8% | +4.2% |
| YTD | +18.9% | +28.6% | -9.7% | +7.8% |
| 1Y | +29.3% | +42.9% | -13.6% | +12.7% |
| 3Y | +76.8% | +203.0% | -126.2% | +16.4% |
| 5Y | +61.2% | +206.9% | -145.7% | +3.7% |
| 10Y | +163.3% | +339.5% | -176.2% | +32.4% |
| All | +173.7% | +1,397.4% | -1,223.8% | -31.7% |
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