+18,665.9%
WELL vs MTB
+8,294.1%
+10,371.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.8% | +1.7% | -2.5% | -1.5% |
| 30D | -0.1% | -4.2% | +4.1% | +1.5% |
| 3M | +18.0% | +8.9% | +9.2% | +14.0% |
| 6M | +15.0% | +10.9% | +4.1% | +10.0% |
| YTD | +28.6% | +21.5% | +7.1% | +18.3% |
| 1Y | +42.9% | +21.9% | +21.0% | +30.8% |
| 3Y | +203.0% | +109.2% | +93.8% | +115.0% |
| 5Y | +206.9% | +102.0% | +104.9% | +111.7% |
| 10Y | +339.5% | +171.9% | +167.5% | +153.7% |
| All | +18,665.9% | +8,294.1% | +10,371.8% | +5,674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling