+455.3%
WELL vs ADP
+327.9%
+127.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +3.5% | +1.1% | +2.4% | +2.9% |
| 30D | +9.7% | +11.5% | -1.8% | +3.7% |
| 3M | +4.8% | +12.0% | -7.2% | -1.5% |
| 6M | +16.1% | +43.8% | -27.7% | -5.2% |
| YTD | +34.7% | +20.1% | +14.6% | +20.0% |
| 1Y | +31.9% | +22.3% | +9.6% | +16.1% |
| 3Y | +209.9% | +43.3% | +166.6% | +144.1% |
| 5Y | +226.5% | +47.3% | +179.2% | +145.2% |
| 10Y | +455.3% | +313.7% | +141.6% | +169.3% |
| All | +455.3% | +327.9% | +127.4% | +169.3% |
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