+7,769.1%
WELL vs MCO
+7,398.7%
+370.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -1.1% | -3.1% | +2.0% | -0.2% |
| 30D | +0.7% | -0.5% | +1.3% | +0.8% |
| 3M | +14.5% | +5.7% | +8.8% | +12.2% |
| 6M | +14.4% | +3.0% | +11.4% | +12.6% |
| YTD | +28.5% | -6.5% | +34.9% | +29.3% |
| 1Y | +41.8% | -5.8% | +47.5% | +42.0% |
| 3Y | +202.8% | +43.1% | +159.7% | +162.3% |
| 5Y | +208.8% | +29.5% | +179.3% | +171.9% |
| 10Y | +356.5% | +388.8% | -32.3% | +169.7% |
| All | +7,769.1% | +7,398.7% | +370.4% | +2,290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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