+19,605.1%
WELL vs IP
+345.0%
+19,260.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.4% |
| 7D | +9.2% | +3.4% | +5.8% | +8.1% |
| 30D | +10.6% | +11.2% | -0.6% | +7.3% |
| 3M | +7.5% | -14.8% | +22.3% | +11.8% |
| 6M | +15.0% | +17.3% | -2.3% | +8.5% |
| YTD | +35.0% | -6.2% | +41.2% | +33.9% |
| 1Y | +36.5% | +2.3% | +34.2% | +31.8% |
| 3Y | +197.3% | +17.7% | +179.6% | +162.8% |
| 5Y | +247.4% | -8.4% | +255.8% | +226.9% |
| 10Y | +436.3% | +32.1% | +404.2% | +343.3% |
| All | +19,605.1% | +345.0% | +19,260.1% | +9,941.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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