+234.2%
WELL vs GFS
-11.4%
+245.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | +0.1% | +7.4% | -7.3% | -0.3% |
| 30D | +5.7% | -15.3% | +20.9% | +6.5% |
| 3M | +4.6% | -21.1% | +25.7% | +5.8% |
| 6M | +11.9% | -44.5% | +56.3% | +14.8% |
| YTD | +33.6% | +19.2% | +14.4% | +28.0% |
| 1Y | +29.8% | +27.2% | +2.5% | +23.5% |
| 3Y | +202.2% | -20.1% | +222.3% | +195.0% |
| 5Y | +223.2% | -25.6% | +248.8% | +208.8% |
| All | +234.2% | -11.4% | +245.7% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling