+442.3%
WELL vs GWW
+658.3%
-216.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +0.1% | +3.6% | -3.4% | -1.0% |
| 30D | +5.7% | +12.1% | -6.5% | +1.9% |
| 3M | +4.6% | +12.9% | -8.3% | +0.6% |
| 6M | +11.9% | +19.3% | -7.5% | +5.4% |
| YTD | +33.6% | +48.7% | -15.1% | +16.5% |
| 1Y | +29.8% | +60.5% | -30.7% | +10.2% |
| 3Y | +202.2% | +93.3% | +108.9% | +135.2% |
| 5Y | +223.2% | +219.0% | +4.3% | +106.7% |
| All | +442.3% | +658.3% | -216.0% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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