+473.8%
WELL vs DD
+100.9%
+372.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.1% |
| 7D | +3.0% | +2.2% | +0.8% | +2.2% |
| 30D | +10.2% | +20.7% | -10.5% | +3.2% |
| 3M | +6.1% | +11.3% | -5.2% | +1.9% |
| 6M | +16.6% | +6.0% | +10.6% | +13.4% |
| YTD | +35.3% | +31.7% | +3.6% | +20.6% |
| 1Y | +31.5% | +32.2% | -0.8% | +16.8% |
| 3Y | +206.5% | +92.7% | +113.8% | +126.3% |
| 5Y | +222.0% | +72.1% | +149.8% | +143.6% |
| 10Y | +473.8% | +99.7% | +374.1% | +241.3% |
| All | +473.8% | +100.9% | +372.9% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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