+938.9%
VLO vs WELL
+340.0%
+598.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +6.2% | -1.1% | +7.4% | +6.8% |
| 30D | +23.5% | +0.7% | +22.8% | +22.9% |
| 3M | +53.9% | +14.5% | +39.3% | +43.8% |
| 6M | +81.7% | +14.4% | +67.3% | +68.5% |
| YTD | +142.5% | +28.5% | +114.0% | +111.8% |
| 1Y | +145.4% | +41.8% | +103.7% | +103.7% |
| 3Y | +197.3% | +202.8% | -5.5% | +62.9% |
| 5Y | +614.6% | +208.8% | +405.8% | +275.7% |
| 10Y | +938.9% | +356.5% | +582.3% | +306.1% |
| All | +938.9% | +340.0% | +598.9% | +306.1% |
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