+198.7%
WELL vs GWW
+89.5%
+109.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.1% | -0.5% | -0.7% | -1.1% |
| 30D | +0.7% | -1.4% | +2.2% | +0.9% |
| 3M | +14.5% | -3.6% | +18.2% | +14.9% |
| 6M | +14.4% | +15.1% | -0.7% | +12.2% |
| YTD | +28.5% | +27.5% | +1.0% | +24.0% |
| 1Y | +41.8% | +29.6% | +12.2% | +36.5% |
| All | +198.7% | +89.5% | +109.2% | +155.2% |
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