+221.2%
WELL vs GFS
-2.1%
+223.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.2% | +3.2% | -5.5% | -2.4% |
| 30D | +4.7% | -9.6% | +14.2% | +5.3% |
| 3M | +11.9% | -38.5% | +50.4% | +14.8% |
| 6M | +14.3% | -1.3% | +15.6% | +12.1% |
| YTD | +28.4% | +31.8% | -3.4% | +22.6% |
| 1Y | +42.3% | +44.6% | -2.3% | +34.5% |
| 3Y | +202.6% | -20.6% | +223.2% | +198.1% |
| All | +221.2% | -2.1% | +223.3% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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