+421.9%
WELL vs MAS
+219.8%
+202.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | 0.0% |
| 7D | +5.3% | +4.6% | +0.7% | +3.8% |
| 30D | +8.7% | +19.9% | -11.2% | +2.6% |
| 3M | +3.8% | +8.9% | -5.1% | +0.7% |
| 6M | +15.4% | +20.2% | -4.8% | +7.6% |
| YTD | +33.7% | +33.9% | -0.2% | +18.8% |
| 1Y | +33.6% | +34.7% | -1.0% | +18.3% |
| 3Y | +194.2% | +60.4% | +133.8% | +132.6% |
| 5Y | +227.0% | +43.5% | +183.6% | +164.2% |
| All | +421.9% | +219.8% | +202.1% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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