+203.3%
WELL vs DG
+12.2%
+191.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.1% |
| 7D | -0.8% | +8.4% | -9.2% | -1.0% |
| 30D | -0.1% | +4.9% | -5.0% | -0.2% |
| 3M | +18.0% | +29.3% | -11.3% | +17.4% |
| 6M | +15.0% | -11.3% | +26.3% | +15.4% |
| YTD | +28.6% | +1.8% | +26.9% | +28.5% |
| 1Y | +42.9% | +25.3% | +17.6% | +41.7% |
| All | +203.3% | +12.2% | +191.1% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling