+396.2%
WELL vs NTR
+103.6%
+292.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | 0.0% |
| 7D | -1.3% | +3.8% | -5.2% | -2.5% |
| 30D | +0.5% | +25.2% | -24.7% | -6.4% |
| 3M | +19.1% | +21.0% | -1.9% | +11.7% |
| 6M | +17.0% | +7.6% | +9.4% | +13.1% |
| YTD | +29.2% | +32.9% | -3.7% | +16.0% |
| 1Y | +42.1% | +43.1% | -0.9% | +23.6% |
| 3Y | +204.5% | +41.6% | +163.0% | +158.9% |
| 5Y | +211.0% | +54.8% | +156.2% | +122.6% |
| All | +396.2% | +103.6% | +292.6% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling