+349.8%
WELL vs DLTR
+45.3%
+304.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.2% | -10.1% | +9.8% | +1.6% |
| 30D | +2.3% | -8.1% | +10.4% | +3.7% |
| 3M | +12.3% | +2.9% | +9.4% | +11.4% |
| 6M | +15.6% | +4.3% | +11.2% | +13.7% |
| YTD | +28.3% | -3.9% | +32.2% | +27.9% |
| 1Y | +41.9% | +18.9% | +23.0% | +35.3% |
| 3Y | +198.3% | +1.9% | +196.4% | +185.7% |
| 5Y | +206.4% | +31.0% | +175.4% | +155.5% |
| All | +349.8% | +45.3% | +304.5% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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