+260.0%
WELL vs AUR
-35.7%
+295.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.2% | +1.4% | -1.7% | -0.3% |
| 30D | +2.3% | -6.4% | +8.7% | +2.5% |
| 3M | +12.3% | +7.7% | +4.6% | +11.8% |
| 6M | +15.6% | +44.5% | -28.9% | +13.6% |
| YTD | +28.3% | +67.4% | -39.1% | +25.3% |
| 1Y | +41.9% | +15.4% | +26.5% | +40.2% |
| 3Y | +198.3% | +94.8% | +103.5% | +179.5% |
| 5Y | +206.4% | -35.1% | +241.5% | +161.8% |
| All | +260.0% | -35.7% | +295.7% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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