+1,058.4%
WELL vs DG
+628.1%
+430.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | +3.5% | +0.7% | +2.8% | +3.4% |
| 30D | +9.7% | +7.4% | +2.3% | +8.6% |
| 3M | +4.8% | +8.5% | -3.7% | +3.5% |
| 6M | +16.1% | +21.9% | -5.8% | +12.6% |
| YTD | +34.7% | +4.9% | +29.8% | +32.9% |
| 1Y | +31.9% | +40.4% | -8.5% | +24.7% |
| 3Y | +209.9% | +23.5% | +186.4% | +190.1% |
| 5Y | +226.5% | -32.3% | +258.8% | +234.8% |
| 10Y | +455.3% | +119.3% | +336.0% | +351.6% |
| All | +1,058.4% | +628.1% | +430.3% | +604.4% |
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 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