+205.7%
WELL vs GWW
+92.9%
+112.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +7.8% | +14.0% | -6.2% | +6.1% |
| 3M | +10.2% | +14.4% | -4.1% | +8.4% |
| 6M | +16.4% | +21.7% | -5.3% | +13.5% |
| YTD | +35.2% | +48.4% | -13.3% | +28.5% |
| 1Y | +30.5% | +58.4% | -27.9% | +22.8% |
| All | +205.7% | +92.9% | +112.8% | +171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling