+349.8%
WELL vs NWSA
+149.4%
+200.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.2% | -2.8% | +2.6% | +0.8% |
| 30D | +2.3% | +3.0% | -0.7% | +1.2% |
| 3M | +12.3% | +12.3% | -0.1% | +7.3% |
| 6M | +15.6% | +21.9% | -6.3% | +6.9% |
| YTD | +28.3% | +13.6% | +14.7% | +21.1% |
| 1Y | +41.9% | +0.5% | +41.4% | +39.8% |
| 3Y | +198.3% | +43.8% | +154.6% | +151.1% |
| 5Y | +206.4% | +41.2% | +165.2% | +151.2% |
| All | +349.8% | +149.4% | +200.4% | +162.3% |
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