+442.3%
WELL vs AG
+76.0%
+366.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +0.1% | -10.0% | +10.1% | +0.9% |
| 30D | +5.7% | -10.5% | +16.1% | +6.3% |
| 3M | +4.6% | -27.3% | +31.9% | +6.7% |
| 6M | +11.9% | -43.0% | +54.8% | +15.6% |
| YTD | +33.6% | -17.9% | +51.5% | +32.3% |
| 1Y | +29.8% | +11.9% | +17.8% | +24.7% |
| 3Y | +202.2% | +201.8% | +0.3% | +155.5% |
| 5Y | +223.2% | -0.1% | +223.3% | +196.4% |
| All | +442.3% | +76.0% | +366.3% | +355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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