+418.8%
WELL vs HWM
+1,165.4%
-746.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.9% |
| 7D | +4.4% | +3.3% | +1.1% | +3.1% |
| 30D | +10.8% | -7.6% | +18.4% | +13.0% |
| 3M | +4.2% | -28.9% | +33.1% | +14.9% |
| 6M | +14.0% | -19.7% | +33.7% | +20.1% |
| YTD | +33.4% | +0.5% | +32.9% | +29.8% |
| 1Y | +32.4% | +0.3% | +32.2% | +28.7% |
| 3Y | +194.7% | +325.8% | -131.1% | +65.8% |
| 5Y | +226.5% | +524.7% | -298.3% | +56.5% |
| 10Y | +429.8% | +1,491.8% | -1,061.9% | +100.2% |
| All | +418.8% | +1,165.4% | -746.6% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling