+421.0%
WELL vs HWM
+1,473.3%
-1,052.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.0% |
| 7D | +4.4% | +3.4% | +1.1% | +3.1% |
| 30D | +10.8% | -7.5% | +18.3% | +13.0% |
| 3M | +4.2% | -28.9% | +33.1% | +14.9% |
| 6M | +14.0% | -19.6% | +33.6% | +20.1% |
| YTD | +33.4% | +0.6% | +32.8% | +29.8% |
| 1Y | +32.4% | +0.3% | +32.1% | +28.7% |
| 3Y | +194.7% | +326.1% | -131.4% | +65.6% |
| 5Y | +226.5% | +525.2% | -298.7% | +56.2% |
| All | +421.0% | +1,473.3% | -1,052.3% | +101.7% |
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