+356.5%
WELL vs MAR
+419.7%
-63.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +0.7% | -4.7% | +5.4% | +2.7% |
| 3M | +14.5% | -15.6% | +30.1% | +22.4% |
| 6M | +14.4% | +1.2% | +13.2% | +12.7% |
| YTD | +28.5% | +7.5% | +21.0% | +22.8% |
| 1Y | +41.8% | +26.6% | +15.1% | +25.4% |
| 3Y | +202.8% | +66.0% | +136.9% | +127.9% |
| 5Y | +208.8% | +154.1% | +54.7% | +77.9% |
| 10Y | +356.5% | +441.9% | -85.3% | +79.2% |
| All | +356.5% | +419.7% | -63.2% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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