+42.0%
WELL vs IRE
-97.2%
+139.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +39.6% | -39.8% | +0.4% |
| 7D | +4.4% | -27.2% | +31.6% | +4.2% |
| 30D | +10.8% | -75.1% | +85.9% | +9.5% |
| 3M | +4.2% | -77.9% | +82.1% | +3.1% |
| 6M | +14.0% | -94.6% | +108.6% | +12.6% |
| YTD | +33.4% | -91.5% | +125.0% | +30.9% |
| 1Y | +32.4% | -97.8% | +130.2% | +31.9% |
| All | +42.0% | -97.2% | +139.2% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling