+351.3%
WELL vs IR
+288.5%
+62.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.5% |
| 7D | -0.8% | -2.8% | +2.0% | +0.1% |
| 30D | -0.1% | -15.1% | +15.1% | +5.2% |
| 3M | +18.0% | +6.1% | +12.0% | +15.1% |
| 6M | +15.0% | -16.8% | +31.8% | +20.8% |
| YTD | +28.6% | -3.5% | +32.2% | +27.9% |
| 1Y | +42.9% | -3.5% | +46.4% | +41.5% |
| 3Y | +203.0% | +9.5% | +193.5% | +174.4% |
| 5Y | +206.9% | +45.1% | +161.8% | +143.5% |
| All | +351.3% | +288.5% | +62.7% | +163.2% |
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