+7,477.3%
WELL vs DAR
+1,762.6%
+5,714.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | -0.1% | +12.8% | -12.9% | -1.0% |
| 3M | +18.0% | +7.4% | +10.7% | +17.3% |
| 6M | +15.0% | +22.3% | -7.3% | +13.2% |
| YTD | +28.6% | +81.1% | -52.5% | +23.1% |
| 1Y | +42.9% | +106.5% | -63.6% | +35.2% |
| 3Y | +203.0% | +5.3% | +197.7% | +197.2% |
| 5Y | +206.9% | -11.5% | +218.4% | +202.3% |
| 10Y | +339.5% | +353.3% | -13.9% | +290.7% |
| All | +7,477.3% | +1,762.6% | +5,714.7% | +6,091.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling