+349.9%
WELL vs ITW
+191.6%
+158.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.3% |
| 7D | -2.2% | -2.4% | +0.1% | -1.1% |
| 30D | +4.7% | -9.5% | +14.2% | +9.8% |
| 3M | +11.9% | +6.6% | +5.3% | +8.1% |
| 6M | +14.3% | -1.8% | +16.0% | +14.6% |
| YTD | +28.4% | +9.0% | +19.3% | +21.8% |
| 1Y | +42.3% | +3.6% | +38.7% | +38.1% |
| 3Y | +202.6% | +19.4% | +183.1% | +167.0% |
| 5Y | +206.5% | +36.4% | +170.1% | +147.3% |
| All | +349.9% | +191.6% | +158.4% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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