+33.6%
XLY vs WELL
+200.9%
-167.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -4.2% | +2.3% | -6.5% | -4.6% |
| 3M | -2.7% | +12.3% | -14.9% | -5.1% |
| 6M | -0.6% | +15.6% | -16.2% | -3.9% |
| YTD | -5.0% | +28.3% | -33.3% | -10.7% |
| 1Y | -4.1% | +41.9% | -46.0% | -12.6% |
| 3Y | +33.6% | +198.3% | -164.7% | -9.9% |
| All | +33.6% | +200.9% | -167.3% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling