+349.9%
WELL vs MXL
+284.4%
+65.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +0.2% |
| 7D | -2.2% | +16.6% | -18.9% | -3.6% |
| 30D | +4.7% | +0.5% | +4.2% | +4.3% |
| 3M | +11.9% | -3.6% | +15.6% | +9.5% |
| 6M | +14.3% | +328.0% | -313.7% | -9.7% |
| YTD | +28.4% | +297.8% | -269.5% | +1.9% |
| 1Y | +42.3% | +339.4% | -297.1% | +10.7% |
| 3Y | +202.6% | +201.7% | +0.8% | +127.7% |
| 5Y | +206.5% | +32.8% | +173.8% | +151.1% |
| All | +349.9% | +284.4% | +65.6% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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