+211.0%
WELL vs MAR
+155.0%
+56.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | -1.3% | -1.7% | +0.4% | -1.0% |
| 30D | +0.5% | -6.9% | +7.4% | +2.1% |
| 3M | +19.1% | -15.8% | +34.9% | +23.4% |
| 6M | +17.0% | +1.9% | +15.0% | +15.9% |
| YTD | +29.2% | +6.6% | +22.6% | +26.5% |
| 1Y | +42.1% | +23.7% | +18.5% | +34.2% |
| 3Y | +204.5% | +64.6% | +140.0% | +160.7% |
| 5Y | +211.0% | +156.4% | +54.6% | +130.0% |
| All | +211.0% | +155.0% | +56.0% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling