+542.2%
WELL vs AR
-32.8%
+575.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | +5.3% | -11.7% | +17.0% | +6.5% |
| 30D | +8.7% | +1.8% | +6.9% | +8.4% |
| 3M | +3.8% | +6.0% | -2.1% | +3.0% |
| 6M | +15.4% | -7.0% | +22.4% | +15.7% |
| YTD | +33.7% | +5.6% | +28.1% | +31.9% |
| 1Y | +33.6% | +10.8% | +22.8% | +31.2% |
| 3Y | +194.2% | +19.3% | +174.9% | +182.1% |
| 5Y | +227.0% | +73.3% | +153.7% | +195.4% |
| 10Y | +430.7% | +47.6% | +383.2% | +260.0% |
| All | +542.2% | -32.8% | +575.1% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 all: compounded portfolio wealth divided by compounded AR 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…
all analysis · Full analysis span regression · 6 months rolling