+337.6%
WELL vs ALL
+355.7%
-18.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +1.7% |
| 7D | -1.3% | -1.7% | +0.4% | -0.5% |
| 30D | +0.5% | -4.7% | +5.2% | +2.9% |
| 3M | +19.1% | +18.4% | +0.7% | +8.5% |
| 6M | +17.0% | +20.5% | -3.5% | +5.2% |
| YTD | +29.2% | +23.5% | +5.7% | +14.1% |
| 1Y | +42.1% | +29.0% | +13.2% | +22.1% |
| 3Y | +204.5% | +153.7% | +50.8% | +71.2% |
| 5Y | +211.0% | +114.8% | +96.2% | +83.9% |
| 10Y | +337.6% | +356.1% | -18.5% | +95.3% |
| All | +337.6% | +355.7% | -18.1% | +95.3% |
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