+18,644.4%
WELL vs NTRS
+7,612.4%
+11,032.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +0.7% | -1.2% | +2.0% | +1.1% |
| 3M | +14.5% | +8.8% | +5.7% | +11.0% |
| 6M | +14.4% | +34.7% | -20.3% | +2.9% |
| YTD | +28.5% | +37.2% | -8.8% | +14.3% |
| 1Y | +41.8% | +46.3% | -4.6% | +23.0% |
| 3Y | +202.8% | +163.2% | +39.6% | +110.0% |
| 5Y | +208.8% | +86.9% | +121.9% | +135.0% |
| 10Y | +356.5% | +250.9% | +105.6% | +175.6% |
| All | +18,644.4% | +7,612.4% | +11,032.0% | +7,288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling