+42.3%
WELL vs DLTR
+21.9%
+20.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.2% | -9.4% | +7.2% | -1.8% |
| 30D | +4.7% | -7.3% | +12.0% | +5.0% |
| 3M | +11.9% | +7.6% | +4.4% | +11.7% |
| 6M | +14.3% | +1.6% | +12.7% | +15.6% |
| YTD | +28.4% | -3.5% | +31.9% | +30.3% |
| 1Y | +42.3% | +20.0% | +22.3% | +39.1% |
| All | +42.3% | +21.9% | +20.4% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling