+4,482.6%
WELL vs MAR
+2,498.9%
+1,983.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.8% | -4.2% | +3.4% | +0.7% |
| 30D | -0.1% | -6.7% | +6.6% | +2.4% |
| 3M | +18.0% | -12.5% | +30.5% | +23.4% |
| 6M | +15.0% | +0.6% | +14.4% | +13.9% |
| YTD | +28.6% | +9.1% | +19.5% | +23.3% |
| 1Y | +42.9% | +26.2% | +16.7% | +29.4% |
| 3Y | +203.0% | +68.2% | +134.9% | +140.6% |
| 5Y | +206.9% | +163.9% | +43.0% | +99.2% |
| 10Y | +339.5% | +420.6% | -81.1% | +116.1% |
| All | +4,482.6% | +2,498.9% | +1,983.7% | +1,201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling