+209.9%
WELL vs MTB
+103.9%
+106.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.7% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | +9.7% | +2.4% | +7.3% | +9.4% |
| 3M | +4.8% | -10.5% | +15.3% | +6.1% |
| 6M | +16.1% | +6.4% | +9.7% | +15.2% |
| YTD | +34.7% | +12.8% | +21.9% | +32.6% |
| 1Y | +31.9% | +23.3% | +8.7% | +28.3% |
| 3Y | +209.9% | +108.2% | +101.6% | +168.3% |
| All | +209.9% | +103.9% | +106.0% | +168.3% |
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