+421.0%
WELL vs MAS
+213.7%
+207.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | +4.4% | +2.0% | +2.5% | +3.8% |
| 30D | +10.8% | +19.4% | -8.6% | +4.7% |
| 3M | +4.2% | +9.4% | -5.2% | +0.9% |
| 6M | +14.0% | +15.3% | -1.3% | +7.8% |
| YTD | +33.4% | +31.3% | +2.1% | +19.3% |
| 1Y | +32.4% | +34.9% | -2.4% | +17.1% |
| 3Y | +194.7% | +58.6% | +136.1% | +133.6% |
| 5Y | +226.5% | +40.7% | +185.8% | +165.3% |
| All | +421.0% | +213.7% | +207.3% | +223.2% |
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