+331.1%
WELL vs M
-1.9%
+333.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.6% | -2.5% |
| 7D | -0.8% | +4.7% | -5.5% | -1.5% |
| 30D | -0.1% | -9.6% | +9.6% | +1.5% |
| 3M | +18.0% | +0.9% | +17.2% | +17.4% |
| 6M | +15.0% | +22.3% | -7.3% | +10.6% |
| YTD | +28.6% | +6.5% | +22.1% | +26.0% |
| 1Y | +42.9% | +38.8% | +4.2% | +33.5% |
| 3Y | +203.0% | +115.9% | +87.1% | +148.8% |
| 5Y | +206.9% | +28.6% | +178.2% | +158.3% |
| All | +331.1% | -1.9% | +333.0% | +142.2% |
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