+349.8%
WELL vs NRG
+1,083.9%
-734.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.5% |
| 7D | -0.2% | -4.7% | +4.4% | +1.0% |
| 30D | +2.3% | -6.0% | +8.3% | +3.6% |
| 3M | +12.3% | -8.0% | +20.2% | +13.1% |
| 6M | +15.6% | -23.2% | +38.7% | +21.2% |
| YTD | +28.3% | -28.1% | +56.4% | +36.2% |
| 1Y | +41.9% | -27.3% | +69.2% | +48.7% |
| 3Y | +198.3% | +208.7% | -10.3% | +72.8% |
| 5Y | +206.4% | +197.7% | +8.8% | +74.3% |
| All | +349.8% | +1,083.9% | -734.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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