+1,813.5%
WELL vs DLR
+3,340.7%
-1,527.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +4.4% | -3.6% | +8.0% | +6.3% |
| 30D | +10.8% | -3.5% | +14.3% | +12.4% |
| 3M | +4.2% | -8.9% | +13.1% | +8.5% |
| 6M | +14.0% | -11.6% | +25.6% | +19.4% |
| YTD | +33.4% | +14.9% | +18.5% | +21.6% |
| 1Y | +32.4% | +6.4% | +26.0% | +25.3% |
| 3Y | +194.7% | +47.3% | +147.5% | +125.6% |
| 5Y | +226.5% | +32.8% | +193.6% | +154.7% |
| 10Y | +429.8% | +169.6% | +260.3% | +158.3% |
| All | +1,813.5% | +3,340.7% | -1,527.2% | +167.1% |
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 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