+368.2%
WELL vs IR
+322.3%
+45.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +4.4% | +3.7% | +0.8% | +3.2% |
| 30D | +10.8% | +7.4% | +3.4% | +8.1% |
| 3M | +4.2% | -5.9% | +10.1% | +5.9% |
| 6M | +14.0% | +5.6% | +8.4% | +11.0% |
| YTD | +33.4% | +4.8% | +28.6% | +28.8% |
| 1Y | +32.4% | +6.9% | +25.5% | +26.7% |
| 3Y | +194.7% | +27.6% | +167.2% | +152.7% |
| 5Y | +226.5% | +45.8% | +180.7% | +160.1% |
| All | +368.2% | +322.3% | +45.9% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling