+10,567.1%
WELL vs M
+444.9%
+10,122.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +3.0% | +5.0% | -2.0% | +2.0% |
| 30D | +10.2% | +10.6% | -0.4% | +7.9% |
| 3M | +6.1% | +1.6% | +4.5% | +5.4% |
| 6M | +16.6% | +30.8% | -14.2% | +9.7% |
| YTD | +35.3% | +16.9% | +18.4% | +29.3% |
| 1Y | +31.5% | +26.3% | +5.2% | +23.4% |
| 3Y | +206.5% | +158.6% | +47.9% | +136.2% |
| 5Y | +222.0% | +2.1% | +219.9% | +181.0% |
| 10Y | +473.8% | -4.3% | +478.1% | +320.3% |
| All | +10,567.1% | +444.9% | +10,122.2% | +4,741.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling