+356.5%
WELL vs ADM
+171.4%
+185.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.7% |
| 30D | +0.7% | +8.2% | -7.5% | -2.3% |
| 3M | +14.5% | +8.7% | +5.8% | +10.5% |
| 6M | +14.4% | +29.1% | -14.7% | +2.8% |
| YTD | +28.5% | +53.7% | -25.2% | +7.5% |
| 1Y | +41.8% | +43.2% | -1.5% | +21.3% |
| 3Y | +202.8% | +21.4% | +181.4% | +169.6% |
| 5Y | +208.8% | +67.1% | +141.7% | +113.7% |
| 10Y | +356.5% | +176.6% | +179.9% | +128.6% |
| All | +356.5% | +171.4% | +185.1% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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