+44.2%
XLU vs WELL
+203.1%
-158.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -3.3% | +2.3% | -5.6% | -4.1% |
| 3M | -3.2% | +12.3% | -15.4% | -7.4% |
| 6M | -7.0% | +15.6% | -22.5% | -12.2% |
| YTD | +0.6% | +28.3% | -27.7% | -8.7% |
| 1Y | +2.4% | +41.9% | -39.5% | -10.7% |
| 3Y | +46.3% | +198.3% | -152.1% | -4.1% |
| All | +44.2% | +203.1% | -158.9% | -6.7% |
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 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