+337.6%
WELL vs AA
+121.7%
+215.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | -0.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.6% |
| 30D | +0.5% | +3.3% | -2.8% | -0.2% |
| 3M | +19.1% | -29.4% | +48.5% | +24.5% |
| 6M | +17.0% | -12.8% | +29.8% | +17.4% |
| YTD | +29.2% | -2.1% | +31.3% | +26.5% |
| 1Y | +42.1% | +62.8% | -20.6% | +26.7% |
| 3Y | +204.5% | +90.5% | +114.1% | +150.0% |
| 5Y | +211.0% | +19.1% | +191.9% | +159.4% |
| 10Y | +337.6% | +124.8% | +212.8% | +117.4% |
| All | +337.6% | +121.7% | +215.9% | +117.4% |
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