+349.8%
WELL vs MKC
+29.9%
+319.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -0.2% | -1.5% | +1.2% | +0.2% |
| 30D | +2.3% | -3.1% | +5.4% | +3.2% |
| 3M | +12.3% | +5.2% | +7.1% | +10.2% |
| 6M | +15.6% | -12.8% | +28.4% | +19.7% |
| YTD | +28.3% | -23.3% | +51.6% | +37.7% |
| 1Y | +41.9% | -24.1% | +66.0% | +52.5% |
| 3Y | +198.3% | -32.1% | +230.4% | +229.0% |
| 5Y | +206.4% | -32.8% | +239.2% | +233.6% |
| All | +349.8% | +29.9% | +319.9% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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