+202.2%
WELL vs NVD
-98.4%
+300.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.2% |
| 7D | +0.1% | +28.6% | -28.5% | +0.1% |
| 30D | +5.7% | +73.6% | -68.0% | +5.5% |
| 3M | +4.6% | +70.1% | -65.4% | +4.5% |
| 6M | +11.9% | +53.6% | -41.7% | +11.9% |
| YTD | +33.6% | -7.0% | +40.6% | +33.0% |
| 1Y | +29.8% | -9.0% | +38.8% | +29.3% |
| 3Y | +202.2% | -98.3% | +300.5% | +173.2% |
| All | +202.2% | -98.4% | +300.5% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling