+473.8%
WELL vs D
+44.7%
+429.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.0% | +2.4% | +0.7% | +1.8% |
| 30D | +10.2% | +10.9% | -0.7% | +4.3% |
| 3M | +6.1% | +2.8% | +3.3% | +4.4% |
| 6M | +16.6% | +12.7% | +3.9% | +8.9% |
| YTD | +35.3% | +20.3% | +15.0% | +21.8% |
| 1Y | +31.5% | +17.1% | +14.4% | +19.9% |
| 3Y | +206.5% | +75.1% | +131.3% | +119.0% |
| 5Y | +222.0% | +13.1% | +208.8% | +193.0% |
| 10Y | +473.8% | +48.3% | +425.5% | +365.7% |
| All | +473.8% | +44.7% | +429.1% | +365.7% |
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