+356.5%
WELL vs NTAP
+581.2%
-224.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.1% |
| 7D | -1.1% | +2.2% | -3.3% | -1.5% |
| 30D | +0.7% | -7.0% | +7.8% | +2.1% |
| 3M | +14.5% | +12.3% | +2.2% | +11.5% |
| 6M | +14.4% | +85.1% | -70.7% | -0.9% |
| YTD | +28.5% | +74.8% | -46.3% | +12.2% |
| 1Y | +41.8% | +52.7% | -10.9% | +27.2% |
| 3Y | +202.8% | +147.7% | +55.2% | +131.9% |
| 5Y | +208.8% | +124.8% | +84.0% | +138.4% |
| 10Y | +356.5% | +589.7% | -233.2% | +164.6% |
| All | +356.5% | +581.2% | -224.6% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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