+508.9%
XLP vs WELL
+4,707.7%
-4,198.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 6M | -1.7% | +15.0% | -16.7% | -4.8% |
| YTD | +10.3% | +28.6% | -18.4% | +4.3% |
| 1Y | +7.8% | +42.9% | -35.1% | -0.4% |
| 3Y | +27.2% | +203.0% | -175.8% | -0.2% |
| 5Y | +32.5% | +206.9% | -174.4% | +2.5% |
| 10Y | +101.8% | +339.5% | -237.7% | +36.8% |
| All | +508.9% | +4,707.7% | -4,198.7% | +168.1% |
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 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