+298.2%
WBD vs WELL
+1,568.2%
-1,270.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | +0.3% |
| 7D | -1.8% | -0.8% | -1.0% | -1.5% |
| 30D | +8.8% | -0.1% | +8.9% | +8.7% |
| 3M | +4.6% | +18.0% | -13.4% | -2.1% |
| 6M | +1.1% | +15.0% | -13.9% | -4.9% |
| YTD | -2.0% | +28.6% | -30.6% | -11.8% |
| 1Y | +140.0% | +42.9% | +97.1% | +107.0% |
| 3Y | +144.4% | +203.0% | -58.6% | +56.7% |
| 5Y | -0.2% | +206.9% | -207.1% | -36.9% |
| 10Y | +9.1% | +339.5% | -330.4% | -45.7% |
| All | +298.2% | +1,568.2% | -1,270.0% | +1.7% |
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