+226.5%
WELL vs DD
+71.8%
+154.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | -0.3% |
| 7D | +3.5% | +9.8% | -6.3% | +1.4% |
| 30D | +9.7% | +19.3% | -9.6% | +5.6% |
| 3M | +4.8% | +9.4% | -4.6% | +2.6% |
| 6M | +16.1% | +4.8% | +11.3% | +14.5% |
| YTD | +34.7% | +30.2% | +4.5% | +25.5% |
| 1Y | +31.9% | +32.2% | -0.3% | +22.4% |
| 3Y | +209.9% | +93.1% | +116.8% | +150.0% |
| 5Y | +226.5% | +68.0% | +158.5% | +173.0% |
| All | +226.5% | +71.8% | +154.8% | +173.0% |
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