+455.3%
WELL vs ADM
+100.2%
+355.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | +3.5% | -7.8% | +11.3% | +6.5% |
| 30D | +9.7% | -12.6% | +22.3% | +15.1% |
| 3M | +4.8% | -8.2% | +13.0% | +7.5% |
| 6M | +16.1% | -8.9% | +25.0% | +18.8% |
| YTD | +34.7% | +24.0% | +10.7% | +21.3% |
| 1Y | +31.9% | +26.2% | +5.8% | +17.7% |
| 3Y | +209.9% | +7.0% | +202.9% | +183.8% |
| 5Y | +226.5% | +24.9% | +201.7% | +155.0% |
| 10Y | +455.3% | +102.6% | +352.6% | +196.6% |
| All | +455.3% | +100.2% | +355.1% | +196.6% |
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