+18,644.4%
WELL vs NYT
+754.7%
+17,889.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | -1.1% | -1.6% | +0.5% | -0.8% |
| 30D | +0.7% | +2.8% | -2.0% | +0.2% |
| 3M | +14.5% | -9.2% | +23.7% | +16.2% |
| 6M | +14.4% | -17.1% | +31.5% | +18.0% |
| YTD | +28.5% | -3.2% | +31.7% | +28.1% |
| 1Y | +41.8% | +15.7% | +26.1% | +36.0% |
| 3Y | +202.8% | +55.7% | +147.1% | +169.2% |
| 5Y | +208.8% | +39.4% | +169.4% | +174.9% |
| 10Y | +356.5% | +485.6% | -129.0% | +191.7% |
| All | +18,644.4% | +754.7% | +17,889.7% | +9,678.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling