+216.5%
WELL vs VSXY
+93.0%
+123.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +0.1% | -1.7% | +1.9% | +0.2% |
| 30D | +5.7% | +20.1% | -14.5% | +4.8% |
| 3M | +4.6% | +16.6% | -12.0% | +3.8% |
| 6M | +11.9% | +134.9% | -123.1% | +6.6% |
| YTD | +33.6% | +96.0% | -62.4% | +28.0% |
| 1Y | +29.8% | +203.8% | -174.0% | +21.0% |
| 3Y | +202.2% | +465.3% | -263.2% | +159.1% |
| 5Y | +223.2% | +106.3% | +116.9% | +197.8% |
| All | +216.5% | +93.0% | +123.5% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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