+68.9%
WELL vs ADVB
-95.9%
+164.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +42.7% | -43.7% | -1.2% |
| 7D | +0.1% | +74.2% | -74.1% | -0.2% |
| 30D | +6.8% | -35.9% | +42.6% | +7.3% |
| 3M | +6.7% | -56.4% | +63.2% | +7.7% |
| 6M | +13.8% | -36.7% | +50.5% | +14.0% |
| YTD | +33.8% | -43.3% | +77.2% | +33.4% |
| 1Y | +29.6% | -63.4% | +93.0% | +30.6% |
| All | +68.9% | -95.9% | +164.8% | +97.1% |
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