+18,665.9%
WELL vs DD
+961.9%
+17,704.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.1% |
| 7D | -0.8% | -3.5% | +2.7% | +0.2% |
| 30D | -0.1% | -10.3% | +10.2% | +2.8% |
| 3M | +18.0% | -7.5% | +25.6% | +20.2% |
| 6M | +15.0% | -8.0% | +23.0% | +16.8% |
| YTD | +28.6% | +10.5% | +18.1% | +23.7% |
| 1Y | +42.9% | +38.3% | +4.6% | +28.6% |
| 3Y | +203.0% | +42.5% | +160.5% | +163.4% |
| 5Y | +206.9% | +60.2% | +146.7% | +154.3% |
| 10Y | +339.5% | +68.9% | +270.6% | +241.1% |
| All | +18,665.9% | +961.9% | +17,704.0% | +9,230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling