+455.3%
WELL vs ACWI
+226.8%
+228.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.7% | -1.3% |
| 7D | +3.5% | +0.3% | +3.2% | +3.1% |
| 30D | +9.7% | -2.8% | +12.5% | +12.2% |
| 3M | +4.8% | -3.2% | +7.9% | +7.4% |
| 6M | +16.1% | +1.3% | +14.8% | +13.4% |
| YTD | +34.7% | +11.2% | +23.5% | +20.3% |
| 1Y | +31.9% | +13.8% | +18.2% | +15.2% |
| 3Y | +209.9% | +76.2% | +133.7% | +72.3% |
| 5Y | +226.5% | +59.5% | +167.1% | +100.1% |
| 10Y | +455.3% | +222.2% | +233.1% | +90.4% |
| All | +455.3% | +226.8% | +228.4% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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