+112.4%
WFC vs WELL
+463.2%
-350.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +7.0% | +5.7% | +1.3% | +4.5% |
| 3M | -1.8% | +4.6% | -6.4% | -3.7% |
| 6M | +18.4% | +11.9% | +6.5% | +12.4% |
| YTD | -5.6% | +33.6% | -39.2% | -17.3% |
| 1Y | +3.9% | +29.8% | -25.9% | -8.1% |
| 3Y | +126.3% | +202.2% | -75.8% | +36.9% |
| 5Y | +91.1% | +223.2% | -132.1% | +10.3% |
| All | +112.4% | +463.2% | -350.7% | -2.1% |
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