+173.9%
XLE vs WELL
+475.0%
-301.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -4.0% | +7.8% | -11.8% | -6.8% |
| 3M | +4.6% | +10.2% | -5.6% | +0.5% |
| 6M | +12.3% | +16.4% | -4.1% | +5.2% |
| YTD | +44.5% | +35.2% | +9.4% | +27.0% |
| 1Y | +42.4% | +30.5% | +12.0% | +26.7% |
| 3Y | +67.0% | +206.1% | -139.0% | +3.3% |
| 5Y | +161.9% | +228.3% | -66.4% | +53.9% |
| 10Y | +173.9% | +468.3% | -294.5% | +35.5% |
| All | +173.9% | +475.0% | -301.1% | +35.5% |
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