+72.6%
VZ vs WELL
+463.2%
-390.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +4.4% | +5.7% | -1.3% | +3.2% |
| 3M | -2.4% | +4.6% | -7.0% | -3.3% |
| 6M | +1.4% | +11.9% | -10.4% | -1.0% |
| YTD | +21.4% | +33.6% | -12.2% | +14.4% |
| 1Y | +20.3% | +29.8% | -9.5% | +14.0% |
| 3Y | +57.4% | +202.2% | -144.8% | +26.5% |
| 5Y | +21.9% | +223.2% | -201.3% | -4.1% |
| All | +72.6% | +463.2% | -390.5% | +17.3% |
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