+202.2%
WELL vs DAR
+33.7%
+168.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | +0.1% | +11.6% | -11.4% | -0.4% |
| 30D | +5.7% | -10.2% | +15.9% | +6.1% |
| 3M | +4.6% | -14.8% | +19.5% | +5.3% |
| 6M | +11.9% | -10.1% | +21.9% | +12.2% |
| YTD | +33.6% | +55.5% | -21.9% | +30.5% |
| 1Y | +29.8% | +61.7% | -31.9% | +26.5% |
| 3Y | +202.2% | +37.2% | +165.0% | +200.4% |
| All | +202.2% | +33.7% | +168.5% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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