+202.2%
WELL vs ITW
+33.4%
+168.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.1% | +2.3% | -2.2% | -0.4% |
| 30D | +5.7% | +6.7% | -1.0% | +4.1% |
| 3M | +4.6% | -0.5% | +5.2% | +4.7% |
| 6M | +11.9% | +16.4% | -4.6% | +8.0% |
| YTD | +33.6% | +19.0% | +14.6% | +28.2% |
| 1Y | +29.8% | +20.2% | +9.6% | +24.1% |
| 3Y | +202.2% | +33.1% | +169.1% | +176.7% |
| All | +202.2% | +33.4% | +168.7% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling