+61.0%
XLC vs WELL
+195.0%
-134.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.9% | +4.4% | +0.5% | +4.2% |
| 30D | -5.8% | +10.8% | -16.6% | -7.5% |
| 3M | -5.4% | +4.2% | -9.6% | -6.1% |
| 6M | -10.2% | +14.0% | -24.2% | -12.4% |
| YTD | -10.2% | +33.4% | -43.6% | -15.3% |
| 1Y | -5.6% | +32.4% | -38.0% | -10.9% |
| 3Y | +61.0% | +194.7% | -133.7% | +24.3% |
| All | +61.0% | +195.0% | -134.0% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling