+136.8%
XLP vs WELL
+475.0%
-338.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +8.3% | +7.8% | +0.6% | +6.7% |
| 3M | +8.7% | +10.2% | -1.5% | +6.5% |
| 6M | +11.2% | +16.4% | -5.2% | +7.6% |
| YTD | +20.0% | +35.2% | -15.2% | +12.6% |
| 1Y | +21.3% | +30.5% | -9.1% | +14.6% |
| 3Y | +43.8% | +206.1% | -162.2% | +14.2% |
| 5Y | +43.3% | +228.3% | -184.9% | +11.1% |
| 10Y | +136.8% | +468.3% | -331.6% | +63.2% |
| All | +136.8% | +475.0% | -338.2% | +63.2% |
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