+198.5%
WELL vs NRG
+198.7%
-0.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | -2.2% | -0.2% | -2.1% | -2.3% |
| 30D | +4.7% | -6.8% | +11.5% | +5.1% |
| 3M | +11.9% | -7.1% | +19.1% | +12.1% |
| 6M | +14.3% | -27.6% | +41.9% | +16.6% |
| YTD | +28.4% | -29.2% | +57.6% | +31.0% |
| 1Y | +42.3% | -29.9% | +72.2% | +45.0% |
| All | +198.5% | +198.7% | -0.2% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling