+424.4%
WELL vs HWM
+1,247.7%
-823.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +2.7% | -1.8% | +4.4% | +3.1% |
| 30D | +9.8% | -2.7% | +12.5% | +10.2% |
| 3M | +5.8% | -22.7% | +28.5% | +13.6% |
| 6M | +16.2% | -18.9% | +35.2% | +22.3% |
| YTD | +34.9% | +7.1% | +27.8% | +28.6% |
| 1Y | +31.0% | +4.7% | +26.4% | +25.7% |
| 3Y | +205.4% | +345.6% | -140.2% | +69.5% |
| 5Y | +220.8% | +588.3% | -367.4% | +49.0% |
| 10Y | +471.8% | +1,516.2% | -1,044.3% | +110.3% |
| All | +424.4% | +1,247.7% | -823.4% | +92.4% |
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 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