+158.3%
VEA vs WELL
+1,458.3%
-1,300.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -0.9% | +6.8% | -7.7% | -3.3% |
| 3M | -5.0% | +6.7% | -11.8% | -7.4% |
| 6M | 0.0% | +13.8% | -13.8% | -5.2% |
| YTD | +12.2% | +33.8% | -21.6% | +0.2% |
| 1Y | +14.7% | +29.6% | -14.9% | +3.5% |
| 3Y | +73.2% | +203.1% | -129.9% | +14.1% |
| 5Y | +53.7% | +223.8% | -170.2% | -2.9% |
| 10Y | +159.3% | +462.8% | -303.5% | +17.1% |
| All | +158.3% | +1,458.3% | -1,300.1% | -36.6% |
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