+225.9%
WELL vs COMP
-10.9%
+236.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.7% | +16.6% | -10.9% | +4.5% |
| 3M | +4.6% | -23.5% | +28.2% | +6.0% |
| 6M | +11.9% | +25.7% | -13.9% | +9.5% |
| YTD | +33.6% | -3.4% | +37.0% | +32.0% |
| 1Y | +29.8% | +7.6% | +22.2% | +27.2% |
| 3Y | +202.2% | +423.6% | -221.4% | +152.0% |
| All | +225.9% | -10.9% | +236.9% | +194.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling