+133.1%
XLC vs WELL
+463.7%
-330.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | +7.1% | +3.5% | +3.6% | +6.2% |
| 30D | -2.7% | +9.7% | -12.4% | -5.0% |
| 3M | -3.2% | +4.8% | -8.0% | -4.4% |
| 6M | -7.7% | +16.1% | -23.7% | -11.4% |
| YTD | -8.0% | +34.7% | -42.7% | -15.2% |
| 1Y | -3.1% | +31.9% | -35.0% | -10.3% |
| 3Y | +64.9% | +209.9% | -145.0% | +21.3% |
| 5Y | +39.5% | +226.5% | -187.0% | +0.1% |
| All | +133.1% | +463.7% | -330.5% | +45.5% |
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