+209.9%
WELL vs DT
-10.1%
+220.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.9% |
| 7D | +3.5% | -20.2% | +23.7% | +4.1% |
| 30D | +9.7% | -30.8% | +40.5% | +10.8% |
| 3M | +4.8% | -10.2% | +15.0% | +4.9% |
| 6M | +16.1% | +8.0% | +8.0% | +15.4% |
| YTD | +34.7% | +1.5% | +33.2% | +34.9% |
| 1Y | +31.9% | -6.9% | +38.8% | +33.4% |
| 3Y | +209.9% | -10.9% | +220.8% | +206.3% |
| All | +209.9% | -10.1% | +220.0% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling