+7,333.3%
WELL vs DLTR
+11,640.8%
-4,307.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | -0.1% | +2.1% | -2.1% | -0.4% |
| 3M | +18.0% | +20.3% | -2.2% | +15.2% |
| 6M | +15.0% | +11.5% | +3.5% | +12.8% |
| YTD | +28.6% | +6.8% | +21.8% | +26.6% |
| 1Y | +42.9% | +31.1% | +11.8% | +36.8% |
| 3Y | +203.0% | +10.7% | +192.3% | +189.8% |
| 5Y | +206.9% | +41.6% | +165.3% | +179.0% |
| 10Y | +339.5% | +58.1% | +281.3% | +287.7% |
| All | +7,333.3% | +11,640.8% | -4,307.5% | +4,609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling