+208.8%
WELL vs NWSA
+40.1%
+168.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.1% | -3.1% | +1.9% | -0.4% |
| 30D | +0.7% | +4.3% | -3.5% | -0.3% |
| 3M | +14.5% | +9.2% | +5.3% | +11.7% |
| 6M | +14.4% | +21.6% | -7.2% | +8.2% |
| YTD | +28.5% | +14.2% | +14.2% | +23.3% |
| 1Y | +41.8% | +1.8% | +40.0% | +40.4% |
| 3Y | +202.8% | +44.4% | +158.4% | +164.8% |
| 5Y | +208.8% | +41.0% | +167.9% | +163.4% |
| All | +208.8% | +40.1% | +168.7% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling