+42.3%
WELL vs GFS
+42.7%
-0.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.2% | +3.2% | -5.5% | -2.2% |
| 30D | +4.7% | -9.6% | +14.2% | +4.6% |
| 3M | +11.9% | -38.5% | +50.4% | +11.2% |
| 6M | +14.3% | -1.3% | +15.6% | +9.7% |
| YTD | +28.4% | +31.8% | -3.4% | +20.7% |
| 1Y | +42.3% | +44.6% | -2.3% | +32.8% |
| All | +42.3% | +42.7% | -0.4% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling