+356.5%
WELL vs MTB
+172.8%
+183.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | +0.7% | -4.6% | +5.4% | +2.5% |
| 3M | +14.5% | +6.3% | +8.3% | +11.6% |
| 6M | +14.4% | +15.6% | -1.2% | +7.7% |
| YTD | +28.5% | +20.6% | +7.9% | +18.4% |
| 1Y | +41.8% | +22.5% | +19.2% | +29.4% |
| 3Y | +202.8% | +114.4% | +88.4% | +108.7% |
| 5Y | +208.8% | +101.9% | +106.9% | +105.9% |
| 10Y | +356.5% | +170.4% | +186.1% | +171.2% |
| All | +356.5% | +172.8% | +183.7% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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