+349.8%
WELL vs DTE
+137.8%
+212.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +1.1% |
| 7D | -0.2% | -2.6% | +2.3% | +2.1% |
| 30D | +2.3% | -4.4% | +6.7% | +6.4% |
| 3M | +12.3% | -8.3% | +20.6% | +21.0% |
| 6M | +15.6% | -8.1% | +23.7% | +24.1% |
| YTD | +28.3% | +4.4% | +23.9% | +22.6% |
| 1Y | +41.9% | +0.2% | +41.7% | +40.5% |
| 3Y | +198.3% | +42.6% | +155.7% | +106.4% |
| 5Y | +206.4% | +31.5% | +174.9% | +122.4% |
| All | +349.8% | +137.8% | +212.0% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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