+70.8%
WELL vs ADVB
-97.4%
+168.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.4% |
| 7D | +3.0% | -4.1% | +7.1% | +3.1% |
| 30D | +10.2% | -60.3% | +70.5% | +11.1% |
| 3M | +6.1% | -73.3% | +79.5% | +7.5% |
| 6M | +16.6% | -65.9% | +82.5% | +17.5% |
| YTD | +35.3% | -63.9% | +99.2% | +35.3% |
| 1Y | +31.5% | -74.1% | +105.6% | +32.5% |
| All | +70.8% | -97.4% | +168.2% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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