+455.3%
WELL vs D
+42.1%
+413.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.5% | +0.8% | +2.7% | +3.0% |
| 30D | +9.7% | +10.7% | -1.0% | +3.9% |
| 3M | +4.8% | +2.3% | +2.5% | +3.3% |
| 6M | +16.1% | +12.5% | +3.6% | +8.4% |
| YTD | +34.7% | +20.1% | +14.6% | +21.3% |
| 1Y | +31.9% | +15.6% | +16.4% | +21.2% |
| 3Y | +209.9% | +75.2% | +134.7% | +121.2% |
| 5Y | +226.5% | +14.6% | +211.9% | +194.8% |
| 10Y | +455.3% | +43.8% | +411.5% | +349.5% |
| All | +455.3% | +42.1% | +413.1% | +349.5% |
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