+471.8%
WELL vs GD
+180.8%
+291.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.7% |
| 7D | +2.7% | -1.9% | +4.6% | +3.7% |
| 30D | +9.8% | +10.9% | -1.1% | +3.8% |
| 3M | +5.8% | -6.8% | +12.5% | +9.6% |
| 6M | +16.2% | +7.0% | +9.2% | +11.3% |
| YTD | +34.9% | +11.1% | +23.8% | +25.1% |
| 1Y | +31.0% | +7.0% | +24.0% | +24.0% |
| 3Y | +205.4% | +59.9% | +145.5% | +120.9% |
| 5Y | +220.8% | +102.5% | +118.4% | +92.9% |
| 10Y | +471.8% | +174.0% | +297.8% | +168.5% |
| All | +471.8% | +180.8% | +291.0% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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