+1,831.8%
WELL vs DLR
+3,457.3%
-1,625.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | -0.8% |
| 7D | +3.5% | +2.4% | +1.1% | +2.1% |
| 30D | +9.7% | +0.7% | +9.0% | +8.9% |
| 3M | +4.8% | -6.4% | +11.2% | +7.6% |
| 6M | +16.1% | -6.5% | +22.6% | +18.2% |
| YTD | +34.7% | +18.8% | +15.9% | +20.7% |
| 1Y | +31.9% | +9.0% | +22.9% | +23.3% |
| 3Y | +209.9% | +54.5% | +155.4% | +131.3% |
| 5Y | +226.5% | +35.8% | +190.7% | +151.9% |
| 10Y | +455.3% | +177.5% | +277.8% | +166.8% |
| All | +1,831.8% | +3,457.3% | -1,625.4% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling