+455.3%
WELL vs P
+748.5%
-293.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +0.1% |
| 7D | +3.5% | -9.6% | +13.1% | +4.6% |
| 30D | +9.7% | -33.4% | +43.1% | +14.9% |
| 3M | +4.8% | +14.2% | -9.4% | +1.2% |
| 6M | +16.1% | +31.6% | -15.5% | +8.3% |
| YTD | +34.7% | +53.5% | -18.8% | +21.7% |
| 1Y | +31.9% | +14.2% | +17.7% | +23.5% |
| 3Y | +209.9% | +190.5% | +19.4% | +125.7% |
| 5Y | +226.5% | +256.3% | -29.8% | +117.9% |
| 10Y | +455.3% | +707.9% | -252.6% | +185.9% |
| All | +455.3% | +748.5% | -293.2% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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