+211.0%
WELL vs GAP
+9.4%
+201.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | +0.5% | +9.3% | -8.8% | -0.3% |
| 3M | +19.1% | +6.1% | +13.0% | +18.3% |
| 6M | +17.0% | -2.3% | +19.3% | +16.7% |
| YTD | +29.2% | -10.6% | +39.8% | +29.5% |
| 1Y | +42.1% | -4.4% | +46.6% | +41.4% |
| 3Y | +204.5% | +118.3% | +86.2% | +164.1% |
| 5Y | +211.0% | +12.2% | +198.8% | +169.7% |
| All | +211.0% | +9.4% | +201.6% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling