+205.4%
WELL vs D
+74.2%
+131.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.7% | +2.4% | +0.3% | +1.8% |
| 30D | +9.8% | +10.9% | -1.1% | +5.8% |
| 3M | +5.8% | +2.8% | +2.9% | +4.6% |
| 6M | +16.2% | +12.7% | +3.5% | +11.1% |
| YTD | +34.9% | +20.3% | +14.5% | +25.9% |
| 1Y | +31.0% | +17.1% | +13.9% | +23.4% |
| 3Y | +205.4% | +75.1% | +130.3% | +160.5% |
| All | +205.4% | +74.2% | +131.2% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling