+442.3%
WELL vs APTV
-27.4%
+469.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.1% | -1.7% | +1.9% | +0.6% |
| 30D | +5.7% | -11.6% | +17.2% | +9.3% |
| 3M | +4.6% | -21.2% | +25.8% | +11.5% |
| 6M | +11.9% | -28.5% | +40.4% | +19.9% |
| YTD | +33.6% | -49.1% | +82.7% | +57.1% |
| 1Y | +29.8% | -52.2% | +82.0% | +55.4% |
| 3Y | +202.2% | -48.6% | +250.8% | +233.5% |
| 5Y | +223.2% | -77.3% | +300.5% | +371.9% |
| All | +442.3% | -27.4% | +469.7% | +373.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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