+429.4%
XLF vs WELL
+4,893.6%
-4,464.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | +1.1% | +4.6% | -3.6% | -1.6% |
| 6M | +15.9% | +11.9% | +4.0% | +8.2% |
| YTD | +8.4% | +33.6% | -25.1% | -8.7% |
| 1Y | +12.5% | +29.8% | -17.3% | -4.0% |
| 3Y | +81.6% | +202.2% | -120.6% | -3.9% |
| 5Y | +59.3% | +223.2% | -164.0% | -21.1% |
| 10Y | +225.4% | +461.7% | -236.2% | -3.0% |
| All | +429.4% | +4,893.6% | -4,464.2% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling