+18,665.9%
WELL vs NSC
+5,745.4%
+12,920.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -0.8% | -5.5% | +4.7% | +0.8% |
| 30D | -0.1% | -3.2% | +3.1% | +0.8% |
| 3M | +18.0% | +7.7% | +10.4% | +15.4% |
| 6M | +15.0% | +4.5% | +10.5% | +13.3% |
| YTD | +28.6% | +15.6% | +13.0% | +22.8% |
| 1Y | +42.9% | +19.8% | +23.1% | +35.0% |
| 3Y | +203.0% | +70.1% | +132.9% | +152.9% |
| 5Y | +206.9% | +46.1% | +160.8% | +165.8% |
| 10Y | +339.5% | +328.1% | +11.4% | +185.2% |
| All | +18,665.9% | +5,745.4% | +12,920.5% | +7,379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling