+361.8%
VRT vs WELL
+195.0%
+166.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | -21.4% | +4.4% | -25.8% | -22.0% |
| 30D | -25.8% | +10.8% | -36.6% | -27.6% |
| 3M | -33.5% | +4.2% | -37.7% | -34.2% |
| 6M | -49.0% | +14.0% | -63.0% | -51.1% |
| YTD | +12.9% | +33.4% | -20.5% | +3.1% |
| 1Y | 0.0% | +32.4% | -32.4% | -8.4% |
| 3Y | +361.8% | +194.7% | +167.1% | +208.1% |
| All | +361.8% | +195.0% | +166.8% | +208.1% |
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