+225.9%
WELL vs MKC
-35.5%
+261.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +0.1% | -3.0% | +3.1% | +0.9% |
| 30D | +5.7% | +4.8% | +0.8% | +4.3% |
| 3M | +4.6% | -12.8% | +17.5% | +8.0% |
| 6M | +11.9% | +5.0% | +6.8% | +10.0% |
| YTD | +33.6% | -29.1% | +62.6% | +44.5% |
| 1Y | +29.8% | -26.4% | +56.2% | +38.8% |
| 3Y | +202.2% | -21.6% | +223.8% | +214.1% |
| All | +225.9% | -35.5% | +261.5% | +258.5% |
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