+212.9%
WELL vs HWM
+743.6%
-530.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | -0.1% | -11.0% | +10.9% | +2.5% |
| 3M | +18.0% | +4.0% | +14.0% | +16.3% |
| 6M | +15.0% | -0.2% | +15.2% | +14.1% |
| YTD | +28.6% | +26.7% | +2.0% | +20.1% |
| 1Y | +42.9% | +44.7% | -1.8% | +28.7% |
| 3Y | +203.0% | +426.1% | -223.1% | +77.1% |
| All | +212.9% | +743.6% | -530.7% | +48.4% |
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