+442.3%
WELL vs AGI
+389.5%
+52.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.1% | -10.1% | +10.2% | +0.7% |
| 30D | +5.7% | -6.5% | +12.2% | +5.9% |
| 3M | +4.6% | -12.8% | +17.4% | +5.2% |
| 6M | +11.9% | -34.3% | +46.2% | +13.9% |
| YTD | +33.6% | -25.6% | +59.2% | +34.5% |
| 1Y | +29.8% | -14.2% | +44.0% | +29.4% |
| 3Y | +202.2% | +127.3% | +74.9% | +184.1% |
| 5Y | +223.2% | +241.8% | -18.5% | +196.7% |
| All | +442.3% | +389.5% | +52.8% | +400.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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