+432.5%
WELL vs P
+449.6%
-17.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.4% | +15.4% | +1.0% |
| 7D | +5.3% | -31.9% | +37.2% | +9.9% |
| 30D | +8.7% | -36.5% | +45.2% | +14.2% |
| 3M | +3.8% | +11.6% | -7.7% | +0.7% |
| 6M | +15.4% | +25.2% | -9.9% | +8.7% |
| YTD | +33.7% | +39.4% | -5.8% | +23.0% |
| 1Y | +33.6% | -3.7% | +37.3% | +28.5% |
| 3Y | +194.2% | +167.3% | +26.9% | +122.6% |
| 5Y | +227.0% | +237.3% | -10.3% | +127.8% |
| 10Y | +430.7% | +698.6% | -267.9% | +194.3% |
| All | +432.5% | +449.6% | -17.1% | +190.8% |
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