+448.7%
WELL vs IT
+90.8%
+357.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.7% |
| 7D | +0.1% | -6.8% | +6.9% | +2.0% |
| 30D | +7.8% | -0.6% | +8.3% | +7.3% |
| 3M | +10.2% | +3.1% | +7.2% | +7.8% |
| 6M | +16.4% | +25.5% | -9.1% | +5.0% |
| YTD | +35.2% | -23.5% | +58.7% | +40.9% |
| 1Y | +30.5% | -16.6% | +47.1% | +31.6% |
| 3Y | +206.1% | -53.1% | +259.2% | +266.8% |
| 5Y | +228.3% | -41.4% | +269.7% | +241.6% |
| All | +448.7% | +90.8% | +357.9% | +192.2% |
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