+891.0%
XLV vs WELL
+4,698.3%
-3,807.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -4.4% | -2.2% | -2.1% | -3.9% |
| 30D | -1.4% | +4.7% | -6.1% | -2.5% |
| 3M | +8.9% | +11.9% | -3.1% | +6.0% |
| 6M | +9.1% | +14.3% | -5.2% | +5.5% |
| YTD | +7.9% | +28.4% | -20.4% | +1.5% |
| 1Y | +22.7% | +42.3% | -19.6% | +12.6% |
| 3Y | +31.9% | +202.6% | -170.7% | +1.0% |
| 5Y | +34.9% | +206.5% | -171.7% | +1.7% |
| 10Y | +173.9% | +356.2% | -182.3% | +75.8% |
| All | +891.0% | +4,698.3% | -3,807.3% | +241.3% |
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