+29.8%
WELL vs DD
+27.9%
+1.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +0.1% | +5.0% | -4.8% | -0.1% |
| 30D | +5.7% | +19.7% | -14.0% | +5.1% |
| 3M | +4.6% | +7.2% | -2.6% | +4.4% |
| 6M | +11.9% | +1.0% | +10.8% | +12.2% |
| YTD | +33.6% | +29.1% | +4.5% | +36.3% |
| 1Y | +29.8% | +28.5% | +1.3% | +32.3% |
| All | +29.8% | +27.9% | +1.9% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling