+37.7%
XLC vs WELL
+207.3%
-169.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -0.8% | -0.8% | -0.1% | -0.6% |
| 30D | +1.0% | -0.1% | +1.1% | +1.0% |
| 3M | -0.7% | +18.0% | -18.7% | -5.7% |
| 6M | -5.1% | +15.0% | -20.1% | -9.5% |
| YTD | -4.3% | +28.6% | -32.9% | -12.0% |
| 1Y | -0.6% | +42.9% | -43.5% | -11.9% |
| 3Y | +72.7% | +203.0% | -130.3% | +15.2% |
| All | +37.7% | +207.3% | -169.7% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling