+1,744.5%
WELL vs DLR
+3,595.7%
-1,851.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.8% | +1.6% | -2.4% | -1.6% |
| 30D | -0.1% | -3.4% | +3.3% | +1.6% |
| 3M | +18.0% | +0.5% | +17.5% | +16.6% |
| 6M | +15.0% | +4.6% | +10.4% | +11.0% |
| YTD | +28.6% | +23.4% | +5.2% | +13.7% |
| 1Y | +42.9% | +19.0% | +23.9% | +27.9% |
| 3Y | +203.0% | +56.5% | +146.5% | +125.9% |
| 5Y | +206.9% | +33.3% | +173.6% | +140.2% |
| 10Y | +339.5% | +165.1% | +174.3% | +118.4% |
| All | +1,744.5% | +3,595.7% | -1,851.1% | +149.7% |
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