+128.8%
XLP vs WELL
+451.0%
-322.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +0.1% | +3.5% | -3.4% | -0.6% |
| 30D | +8.9% | +9.7% | -0.8% | +6.9% |
| 3M | +7.5% | +4.8% | +2.7% | +6.4% |
| 6M | +9.4% | +16.1% | -6.6% | +6.0% |
| YTD | +19.3% | +34.7% | -15.4% | +11.9% |
| 1Y | +21.7% | +31.9% | -10.2% | +14.7% |
| 3Y | +44.0% | +209.9% | -165.9% | +14.0% |
| 5Y | +42.8% | +226.5% | -183.8% | +10.7% |
| 10Y | +128.8% | +455.3% | -326.5% | +56.5% |
| All | +128.8% | +451.0% | -322.2% | +56.5% |
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 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