+455.3%
WELL vs PCAR
+326.7%
+128.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.1% |
| 7D | +3.5% | +2.9% | +0.6% | +2.6% |
| 30D | +9.7% | -2.1% | +11.8% | +10.4% |
| 3M | +4.8% | -20.4% | +25.2% | +12.0% |
| 6M | +16.1% | -7.0% | +23.0% | +17.7% |
| YTD | +34.7% | -2.6% | +37.3% | +33.9% |
| 1Y | +31.9% | +9.8% | +22.2% | +25.9% |
| 3Y | +209.9% | +37.3% | +172.6% | +160.2% |
| 5Y | +226.5% | +116.4% | +110.1% | +123.1% |
| 10Y | +455.3% | +293.0% | +162.3% | +244.0% |
| All | +455.3% | +326.7% | +128.6% | +244.0% |
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