+8,288.9%
WELL vs DVA
+5,194.7%
+3,094.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | -0.1% | -2.5% | +2.4% | +0.2% |
| 3M | +18.0% | -4.3% | +22.3% | +18.3% |
| 6M | +15.0% | +18.9% | -3.9% | +11.9% |
| YTD | +28.6% | +61.9% | -33.3% | +20.2% |
| 1Y | +42.9% | +35.7% | +7.2% | +36.3% |
| 3Y | +203.0% | +78.6% | +124.4% | +176.4% |
| 5Y | +206.9% | +39.2% | +167.7% | +183.8% |
| 10Y | +339.5% | +184.0% | +155.5% | +271.1% |
| All | +8,288.9% | +5,194.7% | +3,094.2% | +6,217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling