+349.8%
WELL vs GNRC
+448.8%
-99.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.5% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +2.3% | -15.7% | +18.1% | +5.0% |
| 3M | +12.3% | -27.3% | +39.6% | +17.2% |
| 6M | +15.6% | -12.1% | +27.6% | +15.6% |
| YTD | +28.3% | +37.1% | -8.8% | +17.8% |
| 1Y | +41.9% | -0.5% | +42.4% | +37.0% |
| 3Y | +198.3% | +61.5% | +136.8% | +152.1% |
| 5Y | +206.4% | -58.6% | +265.0% | +231.9% |
| All | +349.8% | +448.8% | -99.1% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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