+442.3%
WELL vs MXL
+161.9%
+280.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.2% |
| 7D | +0.1% | +13.4% | -13.3% | -1.0% |
| 30D | +5.7% | -29.2% | +34.9% | +7.6% |
| 3M | +4.6% | -27.2% | +31.9% | +5.4% |
| 6M | +11.9% | -36.4% | +48.3% | +11.3% |
| YTD | +33.6% | +220.0% | -186.4% | +6.0% |
| 1Y | +29.8% | +304.8% | -275.0% | -0.3% |
| 3Y | +202.2% | +238.5% | -36.3% | +115.0% |
| 5Y | +223.2% | -18.8% | +242.0% | +184.4% |
| All | +442.3% | +161.9% | +280.4% | +176.5% |
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