+204.5%
WELL vs DBX
+21.2%
+183.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | +0.5% | -2.9% | +3.4% | +0.6% |
| 3M | +19.1% | +23.8% | -4.8% | +17.7% |
| 6M | +17.0% | +26.2% | -9.2% | +15.5% |
| YTD | +29.2% | +21.6% | +7.6% | +28.0% |
| 1Y | +42.1% | +11.4% | +30.7% | +41.8% |
| 3Y | +204.5% | +21.3% | +183.3% | +189.9% |
| All | +204.5% | +21.2% | +183.4% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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