+368.7%
WELL vs IR
+332.9%
+35.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.1% | +2.5% | -2.4% | -0.7% |
| 30D | +5.7% | +9.2% | -3.5% | +2.6% |
| 3M | +4.6% | +0.9% | +3.7% | +3.9% |
| 6M | +11.9% | +19.2% | -7.4% | +4.7% |
| YTD | +33.6% | +7.5% | +26.1% | +27.9% |
| 1Y | +29.8% | +11.7% | +18.0% | +22.3% |
| 3Y | +202.2% | +23.9% | +178.2% | +162.4% |
| 5Y | +223.2% | +46.4% | +176.9% | +157.7% |
| All | +368.7% | +332.9% | +35.8% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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