+954.6%
WELL vs AGNC
+625.5%
+329.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +1.6% |
| 7D | -2.2% | -4.4% | +2.2% | +0.2% |
| 30D | +4.7% | -5.4% | +10.1% | +7.8% |
| 3M | +11.9% | +3.5% | +8.5% | +9.4% |
| 6M | +14.3% | +1.7% | +12.6% | +12.3% |
| YTD | +28.4% | +3.9% | +24.5% | +24.1% |
| 1Y | +42.3% | +13.8% | +28.5% | +30.5% |
| 3Y | +202.6% | +63.3% | +139.2% | +119.3% |
| 5Y | +206.5% | +27.5% | +179.1% | +149.5% |
| 10Y | +356.2% | +83.8% | +272.4% | +196.3% |
| All | +954.6% | +625.5% | +329.1% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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