+59.3%
XLF vs WELL
+221.0%
-161.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +7.6% | +5.7% | +2.0% | +5.8% |
| 3M | +1.1% | +4.6% | -3.6% | -0.4% |
| 6M | +15.9% | +11.9% | +4.0% | +11.4% |
| YTD | +8.4% | +33.6% | -25.1% | -2.2% |
| 1Y | +12.5% | +29.8% | -17.3% | +2.3% |
| 3Y | +81.6% | +202.2% | -120.6% | +18.8% |
| All | +59.3% | +221.0% | -161.8% | +1.1% |
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