+74.4%
XLF vs WELL
+203.0%
-128.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | -0.5% | +0.5% | -1.0% | -0.7% |
| 3M | +10.6% | +19.1% | -8.4% | +6.1% |
| 6M | +14.3% | +17.0% | -2.7% | +9.7% |
| YTD | +5.5% | +29.2% | -23.7% | -1.6% |
| 1Y | +9.6% | +42.1% | -32.6% | -1.2% |
| All | +74.4% | +203.0% | -128.6% | +21.5% |
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 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