+443.3%
WELL vs NWSA
+141.7%
+301.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +6.8% | -11.3% | +18.1% | +11.0% |
| 3M | +6.7% | -8.1% | +14.8% | +9.3% |
| 6M | +13.8% | -0.7% | +14.5% | +12.9% |
| YTD | +33.8% | +1.3% | +32.5% | +30.8% |
| 1Y | +29.6% | -1.3% | +30.9% | +27.8% |
| 3Y | +203.1% | +28.4% | +174.7% | +163.8% |
| 5Y | +223.8% | +15.3% | +208.6% | +186.0% |
| All | +443.3% | +141.7% | +301.6% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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