+111.7%
WFC vs WELL
+464.2%
-352.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +6.8% | +6.8% | +0.1% | +3.9% |
| 3M | -3.0% | +6.7% | -9.7% | -5.7% |
| 6M | +15.4% | +13.8% | +1.6% | +8.7% |
| YTD | -5.9% | +33.8% | -39.8% | -17.6% |
| 1Y | +1.7% | +29.6% | -28.0% | -10.0% |
| 3Y | +124.9% | +203.1% | -78.2% | +35.9% |
| 5Y | +90.5% | +223.8% | -133.4% | +9.8% |
| All | +111.7% | +464.2% | -352.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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