+57.3%
WULF vs WELL
+42.1%
+15.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.3% |
| 30D | -2.6% | +2.3% | -4.9% | -1.8% |
| 3M | -34.0% | +12.3% | -46.2% | -33.1% |
| 6M | +10.0% | +15.6% | -5.6% | +11.6% |
| YTD | +45.7% | +28.3% | +17.4% | +53.6% |
| 1Y | +57.3% | +41.9% | +15.4% | +72.9% |
| All | +57.3% | +42.1% | +15.2% | +72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling