+473.8%
WELL vs DG
+119.6%
+354.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.0% | +5.2% | -2.2% | +2.5% |
| 30D | +10.2% | +7.9% | +2.3% | +9.2% |
| 3M | +6.1% | +12.7% | -6.6% | +4.6% |
| 6M | +16.6% | +22.4% | -5.8% | +13.8% |
| YTD | +35.3% | +5.4% | +29.9% | +33.8% |
| 1Y | +31.5% | +39.4% | -7.9% | +25.6% |
| 3Y | +206.5% | +24.1% | +182.3% | +190.1% |
| 5Y | +222.0% | -32.2% | +254.1% | +234.4% |
| 10Y | +473.8% | +111.8% | +362.0% | +400.3% |
| All | +473.8% | +119.6% | +354.2% | +400.3% |
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