+349.8%
WELL vs DD
+66.6%
+283.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -0.2% | -3.5% | +3.3% | +1.0% |
| 30D | +2.3% | -11.7% | +14.0% | +6.6% |
| 3M | +12.3% | -9.2% | +21.5% | +15.6% |
| 6M | +15.6% | -7.2% | +22.8% | +17.3% |
| YTD | +28.3% | +6.6% | +21.7% | +23.3% |
| 1Y | +41.9% | +32.0% | +9.9% | +25.4% |
| 3Y | +198.3% | +42.1% | +156.2% | +146.5% |
| 5Y | +206.4% | +58.1% | +148.4% | +135.5% |
| All | +349.8% | +66.6% | +283.2% | +171.7% |
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