+65.5%
VZ vs WELL
+451.0%
-385.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | +2.2% | +3.5% | -1.3% | +1.6% |
| 30D | +10.6% | +9.7% | +0.9% | +8.6% |
| 3M | -0.6% | +4.8% | -5.4% | -1.6% |
| 6M | +0.7% | +16.1% | -15.3% | -2.3% |
| YTD | +20.6% | +34.7% | -14.1% | +13.5% |
| 1Y | +22.7% | +31.9% | -9.2% | +15.9% |
| 3Y | +57.2% | +209.9% | -152.6% | +25.8% |
| 5Y | +21.4% | +226.5% | -205.1% | -4.7% |
| 10Y | +65.5% | +455.3% | -389.8% | +12.0% |
| All | +65.5% | +451.0% | -385.5% | +12.0% |
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