+468.3%
WELL vs M
-5.1%
+473.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +0.1% | -3.3% | +3.4% | +0.5% |
| 30D | +7.8% | +8.1% | -0.3% | +6.3% |
| 3M | +10.2% | +2.2% | +8.0% | +9.5% |
| 6M | +16.4% | +35.1% | -18.8% | +10.0% |
| YTD | +35.2% | +15.8% | +19.3% | +30.3% |
| 1Y | +30.5% | +25.8% | +4.6% | +23.8% |
| 3Y | +206.1% | +156.2% | +49.8% | +143.5% |
| 5Y | +228.3% | -2.4% | +230.6% | +197.2% |
| 10Y | +468.3% | -7.1% | +475.4% | +215.2% |
| All | +468.3% | -5.1% | +473.4% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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