+294.0%
WELL vs DOCN
+74.7%
+219.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | +4.4% | -19.2% | +23.6% | +5.3% |
| 30D | +10.8% | -43.1% | +53.9% | +13.1% |
| 3M | +4.2% | -40.7% | +44.9% | +6.0% |
| 6M | +14.0% | -55.0% | +69.0% | +16.9% |
| YTD | +33.4% | +50.6% | -17.2% | +26.2% |
| 1Y | +32.4% | +54.0% | -21.5% | +25.0% |
| 3Y | +194.7% | +203.9% | -9.2% | +159.0% |
| 5Y | +226.5% | -29.4% | +255.8% | +195.0% |
| All | +294.0% | +74.7% | +219.4% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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