+204.5%
WELL vs NWSA
+44.8%
+159.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.8% |
| 7D | -1.3% | -2.6% | +1.3% | -0.9% |
| 30D | +0.5% | +4.6% | -4.0% | -0.3% |
| 3M | +19.1% | +10.2% | +8.9% | +16.8% |
| 6M | +17.0% | +21.6% | -4.7% | +12.4% |
| YTD | +29.2% | +14.6% | +14.6% | +25.6% |
| 1Y | +42.1% | +0.4% | +41.8% | +42.9% |
| 3Y | +204.5% | +45.0% | +159.6% | +160.4% |
| All | +204.5% | +44.8% | +159.8% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling