+421.1%
WMT vs WELL
+356.9%
+64.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.5% | -2.2% | -0.2% | -2.2% |
| 30D | -6.4% | +4.7% | -11.1% | -7.0% |
| 3M | -12.1% | +11.9% | -24.1% | -13.4% |
| 6M | -15.0% | +14.3% | -29.3% | -16.5% |
| YTD | -4.5% | +28.4% | -32.9% | -7.6% |
| 1Y | +6.2% | +42.3% | -36.1% | +1.4% |
| 3Y | +99.9% | +202.6% | -102.7% | +75.4% |
| 5Y | +131.4% | +206.5% | -75.1% | +101.5% |
| All | +421.1% | +356.9% | +64.1% | +324.7% |
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