+349.8%
WELL vs NTRS
+259.9%
+89.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -0.2% | +1.4% | -1.6% | -0.8% |
| 30D | +2.3% | -0.7% | +3.0% | +2.5% |
| 3M | +12.3% | +11.3% | +0.9% | +7.3% |
| 6M | +15.6% | +35.5% | -20.0% | +1.6% |
| YTD | +28.3% | +40.6% | -12.3% | +10.4% |
| 1Y | +41.9% | +49.2% | -7.3% | +18.7% |
| 3Y | +198.3% | +167.2% | +31.1% | +86.8% |
| 5Y | +206.4% | +94.9% | +111.5% | +114.2% |
| All | +349.8% | +259.9% | +89.8% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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