+1,314.0%
WELL vs AG
+445.6%
+868.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.9% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -0.1% | +19.2% | -19.3% | -1.5% |
| 3M | +18.0% | +6.2% | +11.9% | +16.8% |
| 6M | +15.0% | -26.7% | +41.7% | +16.6% |
| YTD | +28.6% | +26.1% | +2.5% | +24.0% |
| 1Y | +42.9% | +131.7% | -88.7% | +30.0% |
| 3Y | +203.0% | +255.3% | -52.3% | +158.5% |
| 5Y | +206.9% | +61.9% | +144.9% | +173.4% |
| 10Y | +339.5% | +72.0% | +267.4% | +265.7% |
| All | +1,314.0% | +445.6% | +868.3% | +700.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling