+468.3%
WELL vs D
+47.5%
+420.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +1.4% |
| 30D | +7.8% | +9.0% | -1.2% | +2.9% |
| 3M | +10.2% | +1.0% | +9.3% | +9.5% |
| 6M | +16.4% | +11.0% | +5.4% | +9.5% |
| YTD | +35.2% | +19.8% | +15.4% | +21.9% |
| 1Y | +30.5% | +16.0% | +14.5% | +19.6% |
| 3Y | +206.1% | +74.4% | +131.7% | +119.2% |
| 5Y | +228.3% | +13.5% | +214.7% | +198.0% |
| 10Y | +468.3% | +48.4% | +420.0% | +360.0% |
| All | +468.3% | +47.5% | +420.9% | +360.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling