+1,917.9%
VRT vs WELL
+409.8%
+1,508.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.7% | +9.3% |
| 7D | -10.6% | +3.5% | -14.1% | -11.9% |
| 30D | -17.4% | +9.7% | -27.1% | -20.8% |
| 3M | -26.4% | +4.8% | -31.2% | -28.2% |
| 6M | -41.0% | +16.1% | -57.1% | -45.5% |
| YTD | +23.8% | +34.7% | -10.9% | +7.8% |
| 1Y | +11.6% | +31.9% | -20.3% | -2.0% |
| 3Y | +403.5% | +209.9% | +193.6% | +201.9% |
| 5Y | +647.0% | +226.5% | +420.5% | +336.3% |
| All | +1,917.9% | +409.8% | +1,508.1% | +765.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling