+204.5%
WELL vs MTB
+118.5%
+86.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | -1.3% | +2.8% | -4.1% | -1.7% |
| 30D | +0.5% | -4.2% | +4.7% | +1.1% |
| 3M | +19.1% | +7.8% | +11.3% | +17.8% |
| 6M | +17.0% | +14.8% | +2.1% | +14.7% |
| YTD | +29.2% | +20.8% | +8.4% | +25.6% |
| 1Y | +42.1% | +23.1% | +19.0% | +37.6% |
| 3Y | +204.5% | +114.8% | +89.7% | +151.1% |
| All | +204.5% | +118.5% | +86.0% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling