+226.5%
WELL vs PCAR
+114.5%
+112.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.3% |
| 7D | +3.5% | +2.9% | +0.6% | +3.0% |
| 30D | +9.7% | -2.1% | +11.8% | +10.1% |
| 3M | +4.8% | -20.4% | +25.2% | +8.8% |
| 6M | +16.1% | -7.0% | +23.0% | +16.9% |
| YTD | +34.7% | -2.6% | +37.3% | +34.0% |
| 1Y | +31.9% | +9.8% | +22.2% | +28.0% |
| 3Y | +209.9% | +37.3% | +172.6% | +168.2% |
| 5Y | +226.5% | +116.4% | +110.1% | +131.3% |
| All | +226.5% | +114.5% | +112.0% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling