+194.7%
WELL vs PCAR
+31.0%
+163.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +4.4% | +0.1% | +4.4% | +4.4% |
| 30D | +10.8% | -4.6% | +15.4% | +11.1% |
| 3M | +4.2% | -22.6% | +26.8% | +5.4% |
| 6M | +14.0% | -12.0% | +26.0% | +14.4% |
| YTD | +33.4% | -6.1% | +39.5% | +33.4% |
| 1Y | +32.4% | +6.3% | +26.1% | +31.6% |
| 3Y | +194.7% | +31.8% | +163.0% | +153.5% |
| All | +194.7% | +31.0% | +163.7% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling