+211.0%
WELL vs DD
+61.7%
+149.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +0.5% | -7.4% | +7.9% | +2.1% |
| 3M | +19.1% | -6.4% | +25.5% | +20.4% |
| 6M | +17.0% | -2.5% | +19.4% | +16.8% |
| YTD | +29.2% | +10.2% | +19.0% | +25.0% |
| 1Y | +42.1% | +36.9% | +5.2% | +30.0% |
| 3Y | +204.5% | +47.0% | +157.5% | +166.0% |
| 5Y | +211.0% | +63.1% | +147.8% | +160.2% |
| All | +211.0% | +61.7% | +149.2% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling