+282.9%
WELL vs COMP
-52.0%
+334.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.7% | -10.9% | -0.8% |
| 7D | +4.4% | +13.4% | -9.0% | +3.6% |
| 30D | +10.8% | +11.1% | -0.3% | +10.0% |
| 3M | +4.2% | -18.8% | +23.0% | +5.2% |
| 6M | +14.0% | +10.5% | +3.5% | +12.6% |
| YTD | +33.4% | -3.4% | +36.8% | +32.0% |
| 1Y | +32.4% | +19.7% | +12.7% | +29.0% |
| 3Y | +194.7% | +381.6% | -186.9% | +150.5% |
| 5Y | +226.5% | -17.6% | +244.1% | +183.0% |
| All | +282.9% | -52.0% | +334.8% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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