+101.4%
XLP vs WELL
+338.0%
-236.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -0.9% | -0.1% | -0.8% | -0.9% |
| 3M | +3.8% | +18.0% | -14.2% | +0.3% |
| 6M | -1.7% | +15.0% | -16.7% | -4.7% |
| YTD | +10.3% | +28.6% | -18.4% | +4.5% |
| 1Y | +7.8% | +42.9% | -35.1% | -0.1% |
| 3Y | +27.2% | +203.0% | -175.8% | +1.0% |
| 5Y | +32.5% | +206.9% | -174.4% | +3.8% |
| All | +101.4% | +338.0% | -236.7% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling