+80.9%
XLI vs WELL
+211.0%
-130.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -0.6% | -1.1% | +0.6% | -0.3% |
| 30D | -6.9% | +0.7% | -7.7% | -7.2% |
| 3M | -1.9% | +14.5% | -16.4% | -6.1% |
| 6M | +1.0% | +14.4% | -13.4% | -3.5% |
| YTD | +11.3% | +28.5% | -17.1% | +2.4% |
| 1Y | +15.8% | +41.8% | -26.0% | +2.8% |
| 3Y | +69.8% | +202.8% | -133.0% | +14.5% |
| 5Y | +80.9% | +208.8% | -127.9% | +20.1% |
| All | +80.9% | +211.0% | -130.1% | +20.1% |
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