+356.5%
WELL vs GAP
+28.3%
+328.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.2% |
| 7D | -1.1% | -3.2% | +2.0% | -0.6% |
| 30D | +0.7% | -0.7% | +1.4% | +0.6% |
| 3M | +14.5% | -0.5% | +15.0% | +14.0% |
| 6M | +14.4% | -5.0% | +19.4% | +14.1% |
| YTD | +28.5% | -14.7% | +43.1% | +29.9% |
| 1Y | +41.8% | -8.6% | +50.4% | +40.8% |
| 3Y | +202.8% | +108.4% | +94.5% | +129.7% |
| 5Y | +208.8% | +5.8% | +203.0% | +159.5% |
| 10Y | +356.5% | +29.6% | +326.9% | +178.7% |
| All | +356.5% | +28.3% | +328.3% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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