+71.6%
VZ vs WELL
+475.0%
-403.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +8.9% | +7.8% | +1.2% | +7.3% |
| 3M | +0.1% | +10.2% | -10.1% | -1.9% |
| 6M | +1.9% | +16.4% | -14.5% | -1.2% |
| YTD | +22.0% | +35.2% | -13.1% | +14.8% |
| 1Y | +22.1% | +30.5% | -8.3% | +15.6% |
| 3Y | +58.7% | +206.1% | -147.4% | +27.3% |
| 5Y | +22.3% | +228.3% | -206.0% | -4.0% |
| 10Y | +71.6% | +468.3% | -396.7% | +17.5% |
| All | +71.6% | +475.0% | -403.3% | +17.5% |
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