+227.3%
XLI vs WELL
+464.2%
-236.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +4.3% | +0.1% | +4.1% | +4.3% |
| 30D | +0.5% | +6.8% | -6.3% | -1.7% |
| 3M | -8.6% | +6.7% | -15.3% | -10.6% |
| 6M | -2.3% | +13.8% | -16.1% | -6.7% |
| YTD | +10.1% | +33.8% | -23.7% | -0.3% |
| 1Y | +11.0% | +29.6% | -18.6% | +1.4% |
| 3Y | +72.3% | +203.1% | -130.8% | +18.5% |
| 5Y | +70.8% | +223.8% | -153.0% | +13.5% |
| All | +227.3% | +464.2% | -236.9% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling