+337.6%
WELL vs AG
+57.4%
+280.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -1.3% | +4.5% | -5.8% | -1.7% |
| 30D | +0.5% | +12.9% | -12.3% | -0.5% |
| 3M | +19.1% | +20.9% | -1.9% | +16.9% |
| 6M | +17.0% | -19.5% | +36.5% | +17.9% |
| YTD | +29.2% | +24.8% | +4.4% | +24.5% |
| 1Y | +42.1% | +120.2% | -78.1% | +29.0% |
| 3Y | +204.5% | +279.0% | -74.5% | +154.4% |
| 5Y | +211.0% | +67.9% | +143.1% | +174.4% |
| 10Y | +337.6% | +57.5% | +280.1% | +292.5% |
| All | +337.6% | +57.4% | +280.2% | +292.5% |
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