+153.4%
HYG vs WELL
+1,158.6%
-1,005.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -0.1% | +0.5% | -0.6% | -0.2% |
| 3M | +1.0% | +19.1% | -18.1% | -1.5% |
| 6M | +2.3% | +17.0% | -14.7% | -0.1% |
| YTD | +2.1% | +29.2% | -27.1% | -1.7% |
| 1Y | +3.8% | +42.1% | -38.4% | -1.5% |
| 3Y | +26.7% | +204.5% | -177.9% | +7.6% |
| 5Y | +19.3% | +211.0% | -191.7% | +0.2% |
| 10Y | +55.3% | +337.6% | -282.3% | +19.0% |
| All | +153.4% | +1,158.6% | -1,005.2% | +56.4% |
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