+18,665.9%
WELL vs ITW
+9,591.0%
+9,074.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.8% | -3.6% | +2.8% | +0.4% |
| 30D | -0.1% | -9.1% | +9.1% | +3.3% |
| 3M | +18.0% | +8.2% | +9.8% | +14.6% |
| 6M | +15.0% | -4.8% | +19.8% | +16.5% |
| YTD | +28.6% | +11.0% | +17.6% | +23.3% |
| 1Y | +42.9% | +4.2% | +38.7% | +39.8% |
| 3Y | +203.0% | +17.3% | +185.7% | +181.4% |
| 5Y | +206.9% | +33.0% | +173.9% | +170.7% |
| 10Y | +339.5% | +182.3% | +157.2% | +202.7% |
| All | +18,665.9% | +9,591.0% | +9,074.9% | +6,872.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling