+1,075.5%
XLI vs WELL
+4,893.6%
-3,818.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | +1.0% | +5.7% | -4.6% | -1.0% |
| 3M | -8.9% | +4.6% | -13.5% | -10.5% |
| 6M | -2.3% | +11.9% | -14.1% | -6.7% |
| YTD | +9.7% | +33.6% | -23.9% | -1.9% |
| 1Y | +12.3% | +29.8% | -17.5% | +1.4% |
| 3Y | +71.5% | +202.2% | -130.7% | +13.3% |
| 5Y | +70.2% | +223.2% | -153.0% | +8.1% |
| 10Y | +227.5% | +461.7% | -234.2% | +55.1% |
| All | +1,075.5% | +4,893.6% | -3,818.1% | +161.3% |
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