+356.5%
WELL vs IT
+88.4%
+268.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -1.1% | -9.1% | +8.0% | +1.4% |
| 30D | +0.7% | -12.2% | +12.9% | +4.0% |
| 3M | +14.5% | +7.8% | +6.7% | +9.9% |
| 6M | +14.4% | +2.0% | +12.4% | +10.0% |
| YTD | +28.5% | -32.7% | +61.2% | +40.0% |
| 1Y | +41.8% | -31.1% | +72.9% | +51.6% |
| 3Y | +202.8% | -52.1% | +254.9% | +251.5% |
| 5Y | +208.8% | -46.3% | +255.1% | +226.4% |
| 10Y | +356.5% | +91.4% | +265.2% | +165.4% |
| All | +356.5% | +88.4% | +268.1% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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