+349.9%
WELL vs NSC
+336.2%
+13.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.2% | -1.4% | -0.9% | -1.6% |
| 30D | +4.7% | -3.4% | +8.1% | +6.2% |
| 3M | +11.9% | +5.1% | +6.9% | +9.2% |
| 6M | +14.3% | +9.2% | +5.1% | +9.3% |
| YTD | +28.4% | +13.4% | +15.0% | +20.3% |
| 1Y | +42.3% | +20.8% | +21.5% | +29.5% |
| 3Y | +202.6% | +76.1% | +126.5% | +119.0% |
| 5Y | +206.5% | +45.3% | +161.3% | +139.3% |
| All | +349.9% | +336.2% | +13.8% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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