+223.8%
WELL vs COMP
-12.0%
+235.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.8% |
| 7D | +0.1% | +8.9% | -8.8% | -0.4% |
| 30D | +6.8% | +14.0% | -7.2% | +5.8% |
| 3M | +6.7% | -21.1% | +27.9% | +8.0% |
| 6M | +13.8% | +20.1% | -6.3% | +11.7% |
| YTD | +33.8% | -5.0% | +38.9% | +32.4% |
| 1Y | +29.6% | +5.7% | +23.9% | +27.2% |
| 3Y | +203.1% | +412.2% | -209.2% | +153.1% |
| 5Y | +223.8% | -12.1% | +235.9% | +193.6% |
| All | +223.8% | -12.0% | +235.8% | +193.6% |
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