+206.5%
WELL vs GNRC
-60.2%
+266.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.2% |
| 7D | -2.2% | -0.7% | -1.5% | -2.2% |
| 30D | +4.7% | -15.8% | +20.5% | +6.3% |
| 3M | +11.9% | -24.0% | +36.0% | +14.2% |
| 6M | +14.3% | -13.8% | +28.1% | +14.3% |
| YTD | +28.4% | +33.2% | -4.9% | +21.8% |
| 1Y | +42.3% | -1.8% | +44.1% | +39.2% |
| 3Y | +202.6% | +57.7% | +144.8% | +170.8% |
| 5Y | +206.5% | -59.7% | +266.3% | +185.0% |
| All | +206.5% | -60.2% | +266.7% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling