+356.5%
WELL vs DLR
+168.0%
+188.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -1.1% | +2.9% | -4.0% | -2.2% |
| 30D | +0.7% | -1.2% | +1.9% | +1.1% |
| 3M | +14.5% | +2.9% | +11.6% | +12.5% |
| 6M | +14.4% | +6.7% | +7.7% | +10.7% |
| YTD | +28.5% | +23.9% | +4.6% | +16.9% |
| 1Y | +41.8% | +18.6% | +23.1% | +30.7% |
| 3Y | +202.8% | +59.7% | +143.1% | +139.5% |
| 5Y | +208.8% | +42.1% | +166.8% | +149.7% |
| 10Y | +356.5% | +176.7% | +179.8% | +154.1% |
| All | +356.5% | +168.0% | +188.5% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling