+260.1%
WELL vs AUR
-36.7%
+296.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | +4.7% | -8.9% | +13.6% | +4.9% |
| 3M | +11.9% | +4.6% | +7.3% | +11.6% |
| 6M | +14.3% | +44.9% | -30.6% | +12.3% |
| YTD | +28.4% | +64.8% | -36.5% | +25.4% |
| 1Y | +42.3% | +16.4% | +25.9% | +40.5% |
| 3Y | +202.6% | +85.1% | +117.5% | +183.9% |
| 5Y | +206.5% | -36.1% | +242.7% | +162.0% |
| All | +260.1% | -36.7% | +296.8% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling