+1,006.1%
WELL vs DG
+606.1%
+400.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.2% |
| 7D | -0.8% | +8.4% | -9.2% | -1.8% |
| 30D | -0.1% | +4.9% | -5.0% | -0.7% |
| 3M | +18.0% | +29.3% | -11.3% | +14.0% |
| 6M | +15.0% | -11.3% | +26.3% | +16.4% |
| YTD | +28.6% | +1.8% | +26.9% | +27.6% |
| 1Y | +42.9% | +25.3% | +17.6% | +37.3% |
| 3Y | +203.0% | +9.1% | +193.9% | +189.6% |
| 5Y | +206.9% | -34.9% | +241.8% | +216.8% |
| 10Y | +339.5% | +108.2% | +231.3% | +260.7% |
| All | +1,006.1% | +606.1% | +400.0% | +576.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling