+349.8%
WELL vs NYT
+489.9%
-140.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +2.3% | +4.6% | -2.3% | +1.4% |
| 3M | +12.3% | -9.6% | +21.8% | +13.9% |
| 6M | +15.6% | -14.0% | +29.6% | +18.2% |
| YTD | +28.3% | -2.8% | +31.2% | +27.7% |
| 1Y | +41.9% | +15.6% | +26.3% | +36.0% |
| 3Y | +198.3% | +56.3% | +142.0% | +162.8% |
| 5Y | +206.4% | +39.5% | +166.9% | +169.7% |
| All | +349.8% | +489.9% | -140.2% | +247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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