+41.8%
WELL vs DD
+33.7%
+8.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | -1.1% | -3.8% | +2.6% | -0.9% |
| 30D | +0.7% | -9.2% | +10.0% | +1.2% |
| 3M | +14.5% | -9.0% | +23.5% | +15.0% |
| 6M | +14.4% | -5.0% | +19.4% | +14.3% |
| YTD | +28.5% | +7.4% | +21.1% | +27.7% |
| 1Y | +41.8% | +35.1% | +6.6% | +36.5% |
| All | +41.8% | +33.7% | +8.1% | +36.5% |
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