+471.8%
WELL vs PCAR
+291.3%
+180.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.7% | +3.5% | -0.8% | +1.6% |
| 30D | +9.8% | -2.3% | +12.1% | +10.5% |
| 3M | +5.8% | -19.3% | +25.1% | +12.7% |
| 6M | +16.2% | -7.1% | +23.3% | +17.9% |
| YTD | +34.9% | -2.8% | +37.7% | +34.1% |
| 1Y | +31.0% | +9.3% | +21.7% | +25.1% |
| 3Y | +205.4% | +33.5% | +171.9% | +158.9% |
| 5Y | +220.8% | +112.6% | +108.2% | +120.0% |
| 10Y | +471.8% | +276.9% | +194.9% | +241.9% |
| All | +471.8% | +291.3% | +180.5% | +241.9% |
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