+202.2%
WELL vs DLTR
+21.5%
+180.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | +0.1% | +5.3% | -5.2% | 0.0% |
| 30D | +5.7% | +13.4% | -7.7% | +5.4% |
| 3M | +4.6% | +6.6% | -2.0% | +4.5% |
| 6M | +11.9% | +59.1% | -47.2% | +11.6% |
| YTD | +33.6% | +12.3% | +21.3% | +33.6% |
| 1Y | +29.8% | +33.9% | -4.1% | +29.7% |
| 3Y | +202.2% | +23.0% | +179.2% | +206.5% |
| All | +202.2% | +21.5% | +180.7% | +206.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling