+286.6%
WELL vs COMP
-49.2%
+335.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.6% |
| 7D | +3.5% | +14.5% | -11.0% | +2.6% |
| 30D | +9.7% | +14.9% | -5.2% | +8.7% |
| 3M | +4.8% | -14.2% | +19.0% | +5.5% |
| 6M | +16.1% | +23.7% | -7.7% | +13.9% |
| YTD | +34.7% | +2.1% | +32.6% | +32.8% |
| 1Y | +31.9% | +26.2% | +5.7% | +28.1% |
| 3Y | +209.9% | +470.9% | -261.0% | +160.2% |
| 5Y | +226.5% | -14.0% | +240.6% | +182.1% |
| All | +286.6% | -49.2% | +335.8% | +232.3% |
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