+509.0%
WELL vs NVT
+694.8%
-185.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.7% |
| 7D | -2.2% | +2.0% | -4.3% | -3.0% |
| 30D | +4.7% | -7.2% | +11.9% | +7.0% |
| 3M | +11.9% | -0.9% | +12.8% | +9.9% |
| 6M | +14.3% | +42.6% | -28.3% | -4.4% |
| YTD | +28.4% | +52.9% | -24.5% | +3.6% |
| 1Y | +42.3% | +64.5% | -22.2% | +9.9% |
| 3Y | +202.6% | +178.0% | +24.6% | +64.7% |
| 5Y | +206.5% | +402.8% | -196.3% | +12.4% |
| All | +509.0% | +694.8% | -185.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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