+1,117.4%
XLI vs WELL
+4,707.7%
-3,590.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -5.9% | -0.1% | -5.9% | -6.0% |
| 3M | -0.3% | +18.0% | -18.3% | -6.3% |
| 6M | +0.1% | +15.0% | -14.9% | -5.3% |
| YTD | +13.6% | +28.6% | -15.0% | +3.2% |
| 1Y | +17.2% | +42.9% | -25.7% | +2.3% |
| 3Y | +68.2% | +203.0% | -134.8% | +11.1% |
| 5Y | +80.7% | +206.9% | -126.2% | +16.9% |
| 10Y | +253.3% | +339.5% | -86.2% | +83.3% |
| All | +1,117.4% | +4,707.7% | -3,590.2% | +174.8% |
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