+204.5%
WELL vs NSC
+77.9%
+126.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | -1.3% | -1.5% | +0.2% | -1.0% |
| 30D | +0.5% | -1.9% | +2.4% | +0.9% |
| 3M | +19.1% | +6.2% | +12.8% | +17.4% |
| 6M | +17.0% | +9.2% | +7.8% | +14.5% |
| YTD | +29.2% | +15.0% | +14.2% | +25.1% |
| 1Y | +42.1% | +21.1% | +21.1% | +36.3% |
| 3Y | +204.5% | +78.6% | +126.0% | +150.1% |
| All | +204.5% | +77.9% | +126.7% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling