+209.9%
WELL vs DG
+21.7%
+188.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.9% |
| 7D | +3.5% | +0.7% | +2.8% | +3.4% |
| 30D | +9.7% | +7.4% | +2.3% | +9.4% |
| 3M | +4.8% | +8.5% | -3.7% | +4.5% |
| 6M | +16.1% | +21.9% | -5.8% | +15.5% |
| YTD | +34.7% | +4.9% | +29.8% | +34.3% |
| 1Y | +31.9% | +40.4% | -8.5% | +30.5% |
| 3Y | +209.9% | +23.5% | +186.4% | +205.8% |
| All | +209.9% | +21.7% | +188.2% | +205.8% |
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