+455.3%
WELL vs HWM
+1,636.6%
-1,181.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.6% |
| 7D | +3.5% | +1.6% | +1.9% | +2.8% |
| 30D | +9.7% | -3.9% | +13.6% | +10.5% |
| 3M | +4.8% | -23.2% | +28.0% | +12.8% |
| 6M | +16.1% | -20.0% | +36.1% | +22.7% |
| YTD | +34.7% | +5.7% | +29.0% | +28.9% |
| 1Y | +31.9% | +4.9% | +27.1% | +26.4% |
| 3Y | +209.9% | +347.0% | -137.1% | +71.4% |
| 5Y | +226.5% | +563.0% | -336.5% | +53.2% |
| 10Y | +455.3% | +1,579.2% | -1,123.9% | +108.9% |
| All | +455.3% | +1,636.6% | -1,181.3% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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