+225.8%
WELL vs ADP
+47.3%
+178.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | +4.4% | +3.2% | +1.2% | +3.4% |
| 30D | +10.8% | +14.9% | -4.1% | +6.2% |
| 3M | +4.2% | +11.6% | -7.4% | +0.6% |
| 6M | +14.0% | +48.5% | -34.5% | -0.1% |
| YTD | +33.4% | +20.6% | +12.9% | +26.1% |
| 1Y | +32.4% | +23.7% | +8.7% | +23.6% |
| 3Y | +194.7% | +47.8% | +146.9% | +152.9% |
| All | +225.8% | +47.3% | +178.5% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling