+209.7%
WELL vs GD
+68.4%
+141.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | -0.8% | -5.3% | +4.5% | +0.2% |
| 30D | -0.1% | -6.4% | +6.3% | +1.2% |
| 3M | +18.0% | +5.7% | +12.3% | +16.7% |
| 6M | +15.0% | -0.9% | +15.9% | +15.2% |
| YTD | +28.6% | +8.2% | +20.5% | +26.2% |
| 1Y | +42.9% | +13.4% | +29.5% | +38.6% |
| All | +209.7% | +68.4% | +141.3% | +180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling