+337.6%
WELL vs ADP
+269.5%
+68.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +3.9% | +2.3% |
| 7D | -1.3% | -5.5% | +4.2% | +1.5% |
| 30D | +0.5% | -1.2% | +1.8% | +1.0% |
| 3M | +19.1% | +17.9% | +1.2% | +8.6% |
| 6M | +17.0% | +20.3% | -3.4% | +4.3% |
| YTD | +29.2% | +5.8% | +23.4% | +23.1% |
| 1Y | +42.1% | -7.7% | +49.9% | +46.1% |
| 3Y | +204.5% | +14.7% | +189.8% | +170.6% |
| 5Y | +211.0% | +45.8% | +165.2% | +130.6% |
| 10Y | +337.6% | +270.5% | +67.1% | +118.1% |
| All | +337.6% | +269.5% | +68.1% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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