+455.3%
WELL vs APA
+0.9%
+454.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | +3.5% | -8.7% | +12.2% | +4.9% |
| 30D | +9.7% | -2.4% | +12.1% | +9.9% |
| 3M | +4.8% | +19.0% | -14.2% | +1.3% |
| 6M | +16.1% | +26.8% | -10.7% | +10.5% |
| YTD | +34.7% | +87.3% | -52.6% | +18.8% |
| 1Y | +31.9% | +92.3% | -60.4% | +15.6% |
| 3Y | +209.9% | +37.3% | +172.6% | +178.2% |
| 5Y | +226.5% | +73.2% | +153.3% | +164.9% |
| 10Y | +455.3% | -0.9% | +456.1% | +227.4% |
| All | +455.3% | +0.9% | +454.4% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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