+43.3%
WELL vs IRE
-97.3%
+140.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.4% | +0.9% |
| 7D | +3.5% | -15.5% | +19.0% | +3.5% |
| 30D | +9.7% | -70.4% | +80.1% | +8.5% |
| 3M | +4.8% | -81.6% | +86.4% | +3.4% |
| 6M | +16.1% | -94.7% | +110.8% | +14.7% |
| YTD | +34.7% | -91.8% | +126.5% | +32.1% |
| 1Y | +31.9% | -97.6% | +129.5% | +31.2% |
| All | +43.3% | -97.3% | +140.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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