+208.8%
WELL vs GWW
+221.1%
-12.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.1% | -0.5% | -0.7% | -1.0% |
| 30D | +0.7% | -1.4% | +2.2% | +1.0% |
| 3M | +14.5% | -3.6% | +18.2% | +15.3% |
| 6M | +14.4% | +15.1% | -0.7% | +10.2% |
| YTD | +28.5% | +27.5% | +1.0% | +20.2% |
| 1Y | +41.8% | +29.6% | +12.2% | +31.9% |
| 3Y | +202.8% | +90.1% | +112.8% | +143.4% |
| 5Y | +208.8% | +222.6% | -13.8% | +121.7% |
| All | +208.8% | +221.1% | -12.3% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling