+431.6%
WELL vs P
+469.1%
-37.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.6% |
| 7D | +4.4% | -23.8% | +28.2% | +7.6% |
| 30D | +10.8% | -36.6% | +47.4% | +16.5% |
| 3M | +4.2% | +10.9% | -6.7% | +1.2% |
| 6M | +14.0% | +30.0% | -16.0% | +6.9% |
| YTD | +33.4% | +44.4% | -11.0% | +22.3% |
| 1Y | +32.4% | +3.9% | +28.5% | +26.0% |
| 3Y | +194.7% | +176.6% | +18.2% | +122.1% |
| 5Y | +226.5% | +249.3% | -22.8% | +126.5% |
| 10Y | +429.8% | +726.9% | -297.1% | +192.6% |
| All | +431.6% | +469.1% | -37.5% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling