+70.0%
XLE vs WELL
+204.0%
-134.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | -3.9% | +5.7% | -9.6% | -4.4% |
| 3M | +7.0% | +4.6% | +2.4% | +6.5% |
| 6M | +14.2% | +11.9% | +2.4% | +13.0% |
| YTD | +48.2% | +33.6% | +14.6% | +42.9% |
| 1Y | +47.7% | +29.8% | +17.9% | +42.9% |
| 3Y | +70.0% | +202.2% | -132.1% | +43.7% |
| All | +70.0% | +204.0% | -134.0% | +43.7% |
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