+225.8%
WELL vs M
-11.5%
+237.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.2% |
| 7D | +4.4% | -4.3% | +8.7% | +4.7% |
| 30D | +10.8% | +1.3% | +9.5% | +10.7% |
| 3M | +4.2% | -7.4% | +11.6% | +4.7% |
| 6M | +14.0% | +18.3% | -4.3% | +12.2% |
| YTD | +33.4% | +7.6% | +25.8% | +32.0% |
| 1Y | +32.4% | +17.4% | +15.0% | +29.9% |
| 3Y | +194.7% | +108.4% | +86.4% | +167.2% |
| All | +225.8% | -11.5% | +237.3% | +214.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling