+225.9%
WELL vs DVA
+64.3%
+161.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.1% | -8.8% | +8.9% | +1.0% |
| 30D | +5.7% | -3.4% | +9.1% | +5.9% |
| 3M | +4.6% | -2.6% | +7.2% | +4.7% |
| 6M | +11.9% | -11.9% | +23.7% | +12.6% |
| YTD | +33.6% | +53.6% | -20.1% | +25.9% |
| 1Y | +29.8% | +41.9% | -12.1% | +23.5% |
| 3Y | +202.2% | +97.5% | +104.6% | +174.3% |
| All | +225.9% | +64.3% | +161.6% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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