+64.4%
XLF vs WELL
+211.0%
-146.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | -1.3% | +0.7% | -2.0% | -1.6% |
| 3M | +9.1% | +14.5% | -5.4% | +4.5% |
| 6M | +14.4% | +14.4% | -0.1% | +9.2% |
| YTD | +5.1% | +28.5% | -23.4% | -3.6% |
| 1Y | +8.6% | +41.8% | -33.1% | -4.0% |
| 3Y | +74.4% | +202.8% | -128.4% | +16.4% |
| 5Y | +64.4% | +208.8% | -144.4% | +8.4% |
| All | +64.4% | +211.0% | -146.6% | +8.4% |
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