+73.3%
VZ vs WELL
+464.2%
-390.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +6.9% | +6.8% | +0.1% | +5.5% |
| 3M | +0.6% | +6.7% | -6.1% | -0.7% |
| 6M | +0.3% | +13.8% | -13.5% | -2.4% |
| YTD | +21.9% | +33.8% | -11.9% | +14.8% |
| 1Y | +21.7% | +29.6% | -7.9% | +15.3% |
| 3Y | +58.5% | +203.1% | -144.6% | +27.3% |
| 5Y | +22.4% | +223.8% | -201.4% | -3.8% |
| All | +73.3% | +464.2% | -390.9% | +17.8% |
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