+990.1%
VZ vs WELL
+18,826.3%
-17,836.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +7.9% | -0.1% | +8.0% | +7.9% |
| 3M | +13.6% | +18.0% | -4.4% | +9.5% |
| 6M | +1.1% | +15.0% | -13.9% | -2.2% |
| YTD | +29.3% | +28.6% | +0.7% | +22.0% |
| 1Y | +21.2% | +42.9% | -21.7% | +11.7% |
| 3Y | +75.9% | +203.0% | -127.1% | +36.6% |
| 5Y | +24.1% | +206.9% | -182.8% | -4.9% |
| 10Y | +62.4% | +339.5% | -277.1% | +7.7% |
| All | +990.1% | +18,826.3% | -17,836.2% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling