+18,665.9%
WELL vs D
+2,347.4%
+16,318.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -0.8% | +1.5% | -2.3% | -1.4% |
| 30D | -0.1% | -2.6% | +2.5% | +1.0% |
| 3M | +18.0% | 0.0% | +18.0% | +18.0% |
| 6M | +15.0% | +7.4% | +7.6% | +11.2% |
| YTD | +28.6% | +15.9% | +12.7% | +20.3% |
| 1Y | +42.9% | +18.1% | +24.8% | +32.5% |
| 3Y | +203.0% | +58.4% | +144.6% | +143.6% |
| 5Y | +206.9% | +5.2% | +201.7% | +191.7% |
| 10Y | +339.5% | +35.9% | +303.6% | +278.6% |
| All | +18,665.9% | +2,347.4% | +16,318.5% | +9,621.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling