+211.0%
WELL vs DT
-28.6%
+239.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.7% |
| 7D | -1.3% | -4.9% | +3.5% | -0.9% |
| 30D | +0.5% | +2.7% | -2.2% | +0.2% |
| 3M | +19.1% | +20.0% | -0.9% | +16.9% |
| 6M | +17.0% | +28.0% | -11.1% | +13.7% |
| YTD | +29.2% | +16.0% | +13.2% | +26.8% |
| 1Y | +42.1% | +0.7% | +41.4% | +41.7% |
| 3Y | +204.5% | +6.2% | +198.4% | +198.4% |
| 5Y | +211.0% | -28.1% | +239.1% | +183.8% |
| All | +211.0% | -28.6% | +239.6% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling