+206.5%
WELL vs ITW
+35.1%
+171.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -2.2% | -2.4% | +0.1% | -1.4% |
| 30D | +4.7% | -9.5% | +14.2% | +8.5% |
| 3M | +11.9% | +6.6% | +5.3% | +9.0% |
| 6M | +14.3% | -1.8% | +16.0% | +14.6% |
| YTD | +28.4% | +9.0% | +19.3% | +23.3% |
| 1Y | +42.3% | +3.6% | +38.7% | +39.2% |
| 3Y | +202.6% | +19.4% | +183.1% | +172.2% |
| 5Y | +206.5% | +36.4% | +170.1% | +163.5% |
| All | +206.5% | +35.1% | +171.4% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling