+100.5%
WMB vs WELL
+195.0%
-94.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -13.8% | +4.4% | -18.3% | -14.9% |
| 30D | -10.3% | +10.8% | -21.1% | -13.5% |
| 3M | -10.1% | +4.2% | -14.3% | -11.5% |
| 6M | -11.8% | +14.0% | -25.8% | -16.2% |
| YTD | +8.9% | +33.4% | -24.5% | -2.6% |
| 1Y | +14.0% | +32.4% | -18.4% | +2.0% |
| 3Y | +100.5% | +194.7% | -94.2% | +47.0% |
| All | +100.5% | +195.0% | -94.4% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling