+372.6%
WELL vs IR
+342.0%
+30.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | -0.5% |
| 7D | +3.5% | +5.0% | -1.5% | +1.9% |
| 30D | +9.7% | +10.3% | -0.6% | +6.1% |
| 3M | +4.8% | -0.1% | +4.9% | +4.4% |
| 6M | +16.1% | +14.8% | +1.3% | +10.0% |
| YTD | +34.7% | +9.7% | +24.9% | +28.2% |
| 1Y | +31.9% | +12.2% | +19.7% | +24.3% |
| 3Y | +209.9% | +30.0% | +179.9% | +164.6% |
| 5Y | +226.5% | +46.8% | +179.7% | +160.4% |
| All | +372.6% | +342.0% | +30.6% | +163.8% |
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