+68.1%
WELL vs GLXY
-38.8%
+106.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | -0.4% |
| 7D | +0.1% | +5.3% | -5.2% | +0.4% |
| 30D | +5.7% | -19.8% | +25.5% | +5.2% |
| 3M | +4.6% | -31.4% | +36.0% | +3.9% |
| 6M | +11.9% | -53.3% | +65.2% | +10.5% |
| YTD | +33.6% | -35.7% | +69.3% | +33.1% |
| 1Y | +29.8% | -47.2% | +77.0% | +28.4% |
| All | +68.1% | -38.8% | +106.9% | +67.1% |
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