+442.3%
WELL vs DG
+105.2%
+337.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +5.7% | +3.2% | +2.4% | +5.2% |
| 3M | +4.6% | +10.4% | -5.8% | +3.4% |
| 6M | +11.9% | +33.2% | -21.3% | +8.2% |
| YTD | +33.6% | +3.0% | +30.6% | +32.4% |
| 1Y | +29.8% | +31.2% | -1.5% | +24.9% |
| 3Y | +202.2% | +21.8% | +180.3% | +186.6% |
| 5Y | +223.2% | -35.0% | +258.2% | +237.9% |
| All | +442.3% | +105.2% | +337.1% | +384.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling