+337.6%
WELL vs APD
+161.1%
+176.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | -1.3% | -2.5% | +1.2% | -0.3% |
| 30D | +0.5% | -1.9% | +2.4% | +1.2% |
| 3M | +19.1% | +8.2% | +10.8% | +14.6% |
| 6M | +17.0% | +10.7% | +6.2% | +11.3% |
| YTD | +29.2% | +22.9% | +6.3% | +17.1% |
| 1Y | +42.1% | +5.8% | +36.4% | +36.6% |
| 3Y | +204.5% | +7.8% | +196.8% | +180.5% |
| 5Y | +211.0% | +26.1% | +184.9% | +155.6% |
| 10Y | +337.6% | +163.7% | +173.9% | +183.2% |
| All | +337.6% | +161.1% | +176.5% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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