+233.3%
WELL vs DOCS
-21.0%
+254.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +4.4% | -0.8% | +5.2% | +4.5% |
| 30D | +10.8% | +17.4% | -6.6% | +10.1% |
| 3M | +4.2% | +57.4% | -53.1% | +2.0% |
| 6M | +14.0% | +26.5% | -12.5% | +12.4% |
| YTD | +33.4% | -26.6% | +60.0% | +34.8% |
| 1Y | +32.4% | -48.1% | +80.5% | +36.1% |
| 3Y | +194.7% | +52.6% | +142.1% | +178.9% |
| 5Y | +226.5% | -52.1% | +278.5% | +212.8% |
| All | +233.3% | -21.0% | +254.3% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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