+1,101.4%
XLY vs WELL
+4,702.2%
-3,600.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.1% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | -6.0% | +0.7% | -6.8% | -6.3% |
| 3M | -2.7% | +14.5% | -17.3% | -7.7% |
| 6M | -1.5% | +14.4% | -15.9% | -6.8% |
| YTD | -5.4% | +28.5% | -33.9% | -14.4% |
| 1Y | -3.8% | +41.8% | -45.6% | -16.2% |
| 3Y | +36.6% | +202.8% | -166.2% | -10.8% |
| 5Y | +27.4% | +208.8% | -181.5% | -18.8% |
| 10Y | +218.2% | +356.5% | -138.3% | +57.2% |
| All | +1,101.4% | +4,702.2% | -3,600.8% | +147.8% |
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