+211.0%
WELL vs MKC
-33.2%
+244.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.3% | -4.3% | +3.0% | -0.2% |
| 30D | +0.5% | -2.0% | +2.5% | +1.0% |
| 3M | +19.1% | +10.0% | +9.1% | +15.9% |
| 6M | +17.0% | -18.5% | +35.5% | +22.8% |
| YTD | +29.2% | -22.4% | +51.6% | +37.0% |
| 1Y | +42.1% | -23.6% | +65.8% | +51.1% |
| 3Y | +204.5% | -30.4% | +235.0% | +232.6% |
| 5Y | +211.0% | -34.2% | +245.2% | +232.3% |
| All | +211.0% | -33.2% | +244.2% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling