+455.3%
WELL vs AA
+64.5%
+390.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +0.1% |
| 7D | +3.5% | +4.8% | -1.3% | +2.7% |
| 30D | +9.7% | -0.6% | +10.3% | +9.6% |
| 3M | +4.8% | -16.3% | +21.1% | +7.1% |
| 6M | +16.1% | -33.4% | +49.5% | +21.6% |
| YTD | +34.7% | -20.7% | +55.4% | +35.7% |
| 1Y | +31.9% | +12.9% | +19.0% | +24.8% |
| 3Y | +209.9% | +75.7% | +134.2% | +155.3% |
| 5Y | +226.5% | -6.8% | +233.3% | +184.2% |
| 10Y | +455.3% | +53.6% | +401.6% | +189.3% |
| All | +455.3% | +64.5% | +390.8% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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