+4,704.0%
WELL vs IBB
+560.8%
+4,143.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | -0.1% | +10.5% | -10.6% | -3.9% |
| 3M | +18.0% | +23.6% | -5.6% | +8.6% |
| 6M | +15.0% | +22.6% | -7.6% | +5.9% |
| YTD | +28.6% | +25.7% | +2.9% | +17.1% |
| 1Y | +42.9% | +51.4% | -8.5% | +21.1% |
| 3Y | +203.0% | +64.4% | +138.6% | +145.6% |
| 5Y | +206.9% | +22.1% | +184.7% | +174.7% |
| 10Y | +339.5% | +132.5% | +207.0% | +199.4% |
| All | +4,704.0% | +560.8% | +4,143.2% | +1,706.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 all: compounded portfolio wealth divided by compounded IBB 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…
all analysis · Full analysis span regression · 6 months rolling