+772.0%
WDC vs WELL
+202.0%
+570.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.9% |
| 7D | -14.4% | +3.5% | -17.9% | -14.2% |
| 30D | -27.1% | +9.7% | -36.8% | -26.8% |
| 3M | -33.3% | +4.8% | -38.1% | -33.0% |
| 6M | -39.6% | +16.1% | -55.7% | -40.0% |
| YTD | +68.4% | +34.7% | +33.7% | +62.1% |
| 1Y | +78.2% | +31.9% | +46.2% | +72.1% |
| 3Y | +772.0% | +209.9% | +562.2% | +608.6% |
| All | +772.0% | +202.0% | +570.0% | +608.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling