+139.9%
XLC vs WELL
+437.6%
-297.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.4% | -1.1% | -0.3% | -1.1% |
| 30D | -0.9% | +0.7% | -1.6% | -1.1% |
| 3M | -0.3% | +14.5% | -14.8% | -3.9% |
| 6M | -5.2% | +14.4% | -19.6% | -8.7% |
| YTD | -5.3% | +28.5% | -33.8% | -11.6% |
| 1Y | -2.8% | +41.8% | -44.6% | -11.7% |
| 3Y | +71.2% | +202.8% | -131.6% | +26.6% |
| 5Y | +37.6% | +208.8% | -171.2% | 0.0% |
| All | +139.9% | +437.6% | -297.7% | +51.6% |
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