+518.0%
WELL vs AR
-27.2%
+545.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -2.0% |
| 7D | -0.8% | +2.5% | -3.3% | -1.0% |
| 30D | -0.1% | +14.8% | -14.9% | -1.5% |
| 3M | +18.0% | +6.2% | +11.8% | +17.2% |
| 6M | +15.0% | +4.3% | +10.7% | +14.1% |
| YTD | +28.6% | +14.4% | +14.2% | +26.2% |
| 1Y | +42.9% | +21.3% | +21.6% | +39.1% |
| 3Y | +203.0% | +39.8% | +163.2% | +186.2% |
| 5Y | +206.9% | +142.1% | +64.8% | +168.2% |
| 10Y | +339.5% | +52.0% | +287.4% | +196.6% |
| All | +518.0% | -27.2% | +545.2% | +310.6% |
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