+195.2%
WELL vs GD
+55.3%
+139.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | +5.3% | -3.9% | +9.2% | +6.1% |
| 30D | +8.7% | +8.1% | +0.6% | +6.9% |
| 3M | +3.8% | -6.8% | +10.6% | +5.2% |
| 6M | +15.4% | +3.0% | +12.3% | +14.5% |
| YTD | +33.7% | +7.8% | +25.9% | +30.9% |
| 1Y | +33.6% | +5.8% | +27.8% | +31.5% |
| All | +195.2% | +55.3% | +139.9% | +149.5% |
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