+42.7%
XLP vs WELL
+233.6%
-190.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | +3.5% | +5.3% | -1.8% | +2.2% |
| 30D | +11.6% | +8.7% | +2.8% | +9.2% |
| 3M | +7.6% | +3.8% | +3.8% | +6.5% |
| 6M | +10.0% | +15.4% | -5.3% | +6.0% |
| YTD | +19.7% | +33.7% | -13.9% | +11.0% |
| 1Y | +23.5% | +33.6% | -10.2% | +14.4% |
| 3Y | +44.0% | +194.2% | -150.2% | +9.6% |
| 5Y | +42.7% | +227.0% | -184.3% | +6.1% |
| All | +42.7% | +233.6% | -190.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling