+142.4%
WFC vs WELL
+340.0%
-197.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +0.4% | -1.1% | +1.6% | +0.9% |
| 30D | +2.5% | +0.7% | +1.7% | +2.0% |
| 3M | +10.0% | +14.5% | -4.5% | +3.8% |
| 6M | +15.1% | +14.4% | +0.7% | +8.1% |
| YTD | -2.2% | +28.5% | -30.7% | -12.7% |
| 1Y | +13.5% | +41.8% | -28.3% | -3.1% |
| 3Y | +135.2% | +202.8% | -67.6% | +43.3% |
| 5Y | +128.3% | +208.8% | -80.5% | +35.3% |
| 10Y | +142.4% | +356.5% | -214.1% | +14.6% |
| All | +142.4% | +340.0% | -197.6% | +14.6% |
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