+5,763.1%
WELL vs DGX
+8,796.3%
-3,033.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +0.5% | -1.2% | +1.7% | +0.8% |
| 3M | +19.1% | +19.9% | -0.8% | +14.0% |
| 6M | +17.0% | +19.2% | -2.2% | +12.0% |
| YTD | +29.2% | +37.5% | -8.3% | +19.5% |
| 1Y | +42.1% | +31.3% | +10.9% | +32.7% |
| 3Y | +204.5% | +96.6% | +107.9% | +157.4% |
| 5Y | +211.0% | +64.3% | +146.7% | +171.5% |
| 10Y | +337.6% | +241.1% | +96.5% | +222.9% |
| All | +5,763.1% | +8,796.3% | -3,033.2% | +2,622.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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