+225.9%
WELL vs HWM
+591.3%
-365.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.1% | +7.3% | -7.2% | -1.4% |
| 30D | +5.7% | +1.6% | +4.1% | +4.9% |
| 3M | +4.6% | -21.9% | +26.5% | +9.8% |
| 6M | +11.9% | -19.0% | +30.9% | +16.1% |
| YTD | +33.6% | +7.9% | +25.6% | +28.5% |
| 1Y | +29.8% | +9.9% | +19.8% | +24.2% |
| 3Y | +202.2% | +342.1% | -140.0% | +81.5% |
| All | +225.9% | +591.3% | -365.3% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling