+349.8%
WELL vs IJH
+184.0%
+165.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.7% |
| 7D | -0.2% | -1.9% | +1.6% | +1.3% |
| 30D | +2.3% | -4.6% | +7.0% | +6.2% |
| 3M | +12.3% | -1.2% | +13.4% | +13.0% |
| 6M | +15.6% | +9.4% | +6.2% | +6.5% |
| YTD | +28.3% | +13.3% | +15.0% | +14.5% |
| 1Y | +41.9% | +13.4% | +28.5% | +26.0% |
| 3Y | +198.3% | +50.4% | +147.9% | +97.9% |
| 5Y | +206.4% | +49.0% | +157.5% | +99.8% |
| All | +349.8% | +184.0% | +165.7% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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