+287.9%
WDAY vs WELL
+621.0%
-333.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.6% | +2.7% | -7.3% | -5.3% |
| 30D | +1.2% | +9.8% | -8.6% | -1.5% |
| 3M | +2.6% | +5.8% | -3.2% | +0.9% |
| 6M | +47.8% | +16.2% | +31.5% | +40.9% |
| YTD | -12.1% | +34.9% | -46.9% | -20.4% |
| 1Y | -17.1% | +31.0% | -48.2% | -24.5% |
| 3Y | -17.9% | +205.4% | -223.3% | -43.2% |
| 5Y | -35.1% | +220.8% | -255.9% | -56.4% |
| 10Y | +130.1% | +471.8% | -341.7% | +20.9% |
| All | +287.9% | +621.0% | -333.1% | +104.5% |
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 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