+133.6%
XLC vs WELL
+460.1%
-326.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +3.1% | +0.1% | +2.9% | +3.1% |
| 30D | -4.2% | +6.8% | -11.0% | -5.8% |
| 3M | -2.1% | +6.7% | -8.9% | -3.8% |
| 6M | -6.6% | +13.8% | -20.4% | -10.0% |
| YTD | -7.8% | +33.8% | -41.6% | -14.9% |
| 1Y | -4.1% | +29.6% | -33.7% | -10.8% |
| 3Y | +62.6% | +203.1% | -140.5% | +20.3% |
| 5Y | +39.6% | +223.8% | -184.2% | +0.4% |
| All | +133.6% | +460.1% | -326.5% | +46.0% |
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 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