+392.8%
WELL vs NTR
+97.9%
+294.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | +2.3% | +16.8% | -14.5% | -2.6% |
| 3M | +12.3% | +20.7% | -8.5% | +5.4% |
| 6M | +15.6% | +0.5% | +15.0% | +14.3% |
| YTD | +28.3% | +29.2% | -0.9% | +16.2% |
| 1Y | +41.9% | +39.6% | +2.3% | +24.3% |
| 3Y | +198.3% | +37.9% | +160.5% | +155.6% |
| 5Y | +206.4% | +47.1% | +159.3% | +124.2% |
| All | +392.8% | +97.9% | +294.9% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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