+203.3%
WELL vs DLR
+59.3%
+144.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | -0.1% | -3.4% | +3.3% | +0.8% |
| 3M | +18.0% | +0.5% | +17.5% | +17.5% |
| 6M | +15.0% | +4.6% | +10.4% | +13.1% |
| YTD | +28.6% | +23.4% | +5.2% | +20.6% |
| 1Y | +42.9% | +19.0% | +23.9% | +35.0% |
| All | +203.3% | +59.3% | +144.1% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling