+356.5%
WELL vs DG
+102.6%
+253.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | -1.1% | -4.8% | +3.7% | -0.6% |
| 30D | +0.7% | +1.8% | -1.0% | +0.5% |
| 3M | +14.5% | +14.5% | +0.1% | +12.8% |
| 6M | +14.4% | -13.6% | +28.0% | +15.9% |
| YTD | +28.5% | -4.8% | +33.3% | +28.5% |
| 1Y | +41.8% | +21.6% | +20.2% | +37.5% |
| 3Y | +202.8% | +4.5% | +198.3% | +193.2% |
| 5Y | +208.8% | -38.5% | +247.3% | +223.9% |
| 10Y | +356.5% | +102.2% | +254.3% | +298.4% |
| All | +356.5% | +102.6% | +253.9% | +298.4% |
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