+198.5%
WELL vs MKTX
-25.2%
+223.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | +4.7% | +0.8% | +3.9% | +4.6% |
| 3M | +11.9% | +41.1% | -29.2% | +9.2% |
| 6M | +14.3% | -9.5% | +23.8% | +16.4% |
| YTD | +28.4% | -8.7% | +37.0% | +30.5% |
| 1Y | +42.3% | -10.0% | +52.3% | +44.8% |
| All | +198.5% | -25.2% | +223.7% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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