+62.6%
WELL vs GLXY
+15.1%
+47.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | +0.5% |
| 7D | -1.3% | +15.5% | -16.8% | -0.9% |
| 30D | +0.5% | +34.1% | -33.6% | +1.6% |
| 3M | +19.1% | -11.3% | +30.4% | +19.2% |
| 6M | +17.0% | +31.6% | -14.6% | +18.0% |
| YTD | +29.2% | +21.0% | +8.2% | +30.8% |
| 1Y | +42.1% | +11.7% | +30.5% | +44.3% |
| All | +62.6% | +15.1% | +47.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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