+455.3%
WELL vs ALL
+367.3%
+87.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +3.5% | -3.9% | +7.4% | +5.5% |
| 30D | +9.7% | +10.6% | -0.9% | +4.1% |
| 3M | +4.8% | -4.6% | +9.3% | +6.9% |
| 6M | +16.1% | +20.2% | -4.1% | +4.5% |
| YTD | +34.7% | +23.7% | +11.0% | +18.6% |
| 1Y | +31.9% | +27.9% | +4.0% | +13.8% |
| 3Y | +209.9% | +109.2% | +100.7% | +95.2% |
| 5Y | +226.5% | +148.0% | +78.5% | +73.6% |
| 10Y | +455.3% | +363.8% | +91.5% | +167.2% |
| All | +455.3% | +367.3% | +87.9% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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