+421.0%
WELL vs PCAR
+296.2%
+124.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | +4.4% | +0.1% | +4.4% | +4.4% |
| 30D | +10.8% | -4.6% | +15.4% | +12.3% |
| 3M | +4.2% | -22.6% | +26.8% | +12.3% |
| 6M | +14.0% | -12.0% | +26.0% | +17.5% |
| YTD | +33.4% | -6.1% | +39.5% | +34.1% |
| 1Y | +32.4% | +6.3% | +26.1% | +27.6% |
| 3Y | +194.7% | +31.8% | +163.0% | +151.1% |
| 5Y | +226.5% | +104.2% | +122.3% | +128.6% |
| All | +421.0% | +296.2% | +124.8% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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