+412.4%
WELL vs P
+485.4%
-72.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.2% |
| 7D | -0.8% | +6.5% | -7.3% | -1.6% |
| 30D | -0.1% | +18.8% | -18.9% | -2.8% |
| 3M | +18.0% | +26.7% | -8.7% | +13.1% |
| 6M | +15.0% | +62.2% | -47.2% | +5.5% |
| YTD | +28.6% | +48.5% | -19.9% | +18.8% |
| 1Y | +42.9% | +26.4% | +16.5% | +33.3% |
| 3Y | +203.0% | +159.4% | +43.6% | +134.1% |
| 5Y | +206.9% | +275.8% | -68.9% | +112.3% |
| 10Y | +339.5% | +732.0% | -392.5% | +144.6% |
| All | +412.4% | +485.4% | -72.9% | +180.9% |
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 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