+72.4%
XLI vs WELL
+204.7%
-132.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | +1.0% | -1.3% | +2.3% | +1.3% |
| 30D | -5.8% | +0.5% | -6.3% | -6.0% |
| 3M | +0.7% | +19.1% | -18.4% | -3.5% |
| 6M | +3.2% | +17.0% | -13.8% | -0.9% |
| YTD | +13.0% | +29.2% | -16.2% | +5.8% |
| 1Y | +16.8% | +42.1% | -25.4% | +6.2% |
| 3Y | +72.4% | +204.5% | -132.1% | +23.0% |
| All | +72.4% | +204.7% | -132.3% | +23.0% |
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