+642.9%
WDC vs WELL
+463.2%
+179.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | +12.1% | +0.1% | +12.0% | +12.1% |
| 30D | -18.8% | +5.7% | -24.5% | -20.9% |
| 3M | -39.3% | +4.6% | -43.9% | -40.8% |
| 6M | -40.1% | +11.9% | -52.0% | -44.1% |
| YTD | +71.8% | +33.6% | +38.2% | +48.2% |
| 1Y | +88.5% | +29.8% | +58.7% | +64.3% |
| 3Y | +770.0% | +202.2% | +567.8% | +410.2% |
| 5Y | +549.0% | +223.2% | +325.8% | +263.5% |
| All | +642.9% | +463.2% | +179.7% | +202.3% |
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