+367.8%
WELL vs GDDY
+381.9%
-14.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.7% |
| 7D | -2.2% | -7.0% | +4.8% | -0.9% |
| 30D | +4.7% | +6.2% | -1.5% | +3.1% |
| 3M | +11.9% | +20.0% | -8.1% | +6.8% |
| 6M | +14.3% | +6.8% | +7.5% | +10.9% |
| YTD | +28.4% | -22.3% | +50.7% | +32.6% |
| 1Y | +42.3% | -33.5% | +75.8% | +51.9% |
| 3Y | +202.6% | +29.2% | +173.4% | +170.4% |
| 5Y | +206.5% | +28.1% | +178.5% | +168.5% |
| 10Y | +356.2% | +200.2% | +155.9% | +239.3% |
| All | +367.8% | +381.9% | -14.1% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 all: compounded portfolio wealth divided by compounded GDDY 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…
all analysis · Full analysis span regression · 6 months rolling