+919.1%
WELL vs MXL
+270.5%
+648.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.5% | 0.0% |
| 7D | -1.3% | +15.5% | -16.8% | -2.6% |
| 30D | +0.5% | -11.3% | +11.8% | +1.2% |
| 3M | +19.1% | -16.1% | +35.2% | +18.0% |
| 6M | +17.0% | +323.0% | -306.1% | -5.6% |
| YTD | +29.2% | +281.5% | -252.3% | +5.2% |
| 1Y | +42.1% | +319.3% | -277.1% | +13.7% |
| 3Y | +204.5% | +189.4% | +15.2% | +136.9% |
| 5Y | +211.0% | +26.0% | +185.0% | +158.7% |
| 10Y | +337.6% | +243.5% | +94.1% | +185.3% |
| All | +919.1% | +270.5% | +648.6% | +498.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling