+665.1%
WELL vs INDA
+121.8%
+543.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | +5.7% | +9.4% | -3.7% | +1.4% |
| 3M | +4.6% | +2.9% | +1.7% | +3.2% |
| 6M | +11.9% | +7.2% | +4.6% | +8.0% |
| YTD | +33.6% | -4.8% | +38.4% | +35.8% |
| 1Y | +29.8% | -5.1% | +34.8% | +32.1% |
| 3Y | +202.2% | +16.7% | +185.5% | +175.4% |
| 5Y | +223.2% | +8.8% | +214.5% | +203.4% |
| 10Y | +461.7% | +116.2% | +345.5% | +286.4% |
| All | +665.1% | +121.8% | +543.3% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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