+209.7%
WELL vs MDB
-5.3%
+215.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -2.0% |
| 7D | -0.8% | -17.4% | +16.6% | -0.6% |
| 30D | -0.1% | -2.0% | +1.9% | -0.1% |
| 3M | +18.0% | -3.0% | +21.0% | +18.0% |
| 6M | +15.0% | +48.7% | -33.7% | +13.3% |
| YTD | +28.6% | -12.1% | +40.8% | +29.1% |
| 1Y | +42.9% | +14.5% | +28.4% | +41.3% |
| All | +209.7% | -5.3% | +215.0% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 3y: compounded portfolio wealth divided by compounded MDB 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…
3y analysis · Full analysis span regression · 6 months rolling