+204.5%
WELL vs GFS
-20.2%
+224.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -1.3% | +2.6% | -4.0% | -1.3% |
| 30D | +0.5% | -16.4% | +16.9% | +0.7% |
| 3M | +19.1% | -41.6% | +60.7% | +19.8% |
| 6M | +17.0% | -3.7% | +20.6% | +15.0% |
| YTD | +29.2% | +29.3% | -0.1% | +25.5% |
| 1Y | +42.1% | +37.1% | +5.0% | +37.5% |
| 3Y | +204.5% | -22.1% | +226.7% | +206.4% |
| All | +204.5% | -20.2% | +224.8% | +206.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling