+248.2%
WELL vs DT
+98.4%
+149.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +0.7% | +0.1% | +0.7% | +0.6% |
| 3M | +14.5% | +24.1% | -9.6% | +9.7% |
| 6M | +14.4% | +30.1% | -15.7% | +7.5% |
| YTD | +28.5% | +16.8% | +11.7% | +22.9% |
| 1Y | +41.8% | -0.1% | +41.9% | +39.6% |
| 3Y | +202.8% | +6.8% | +196.0% | +188.3% |
| 5Y | +208.8% | -28.4% | +237.2% | +209.0% |
| All | +248.2% | +98.4% | +149.8% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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