+73.8%
XLI vs WELL
+222.4%
-148.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +1.1% | +7.8% | -6.7% | -1.2% |
| 3M | -7.7% | +10.2% | -17.9% | -10.5% |
| 6M | -1.8% | +16.4% | -18.2% | -6.8% |
| YTD | +11.1% | +35.2% | -24.1% | +0.2% |
| 1Y | +12.1% | +30.5% | -18.3% | +2.2% |
| 3Y | +73.8% | +206.1% | -132.2% | +15.0% |
| 5Y | +73.8% | +228.3% | -154.5% | +11.5% |
| All | +73.8% | +222.4% | -148.7% | +11.5% |
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