+349.8%
WELL vs DGX
+255.3%
+94.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | +2.3% | -1.2% | +3.5% | +2.7% |
| 3M | +12.3% | +15.8% | -3.5% | +5.4% |
| 6M | +15.6% | +18.2% | -2.6% | +7.3% |
| YTD | +28.3% | +37.2% | -8.9% | +11.5% |
| 1Y | +41.9% | +30.4% | +11.6% | +25.8% |
| 3Y | +198.3% | +96.7% | +101.6% | +117.8% |
| 5Y | +206.4% | +67.2% | +139.2% | +135.3% |
| All | +349.8% | +255.3% | +94.4% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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