+468.3%
WELL vs PEG
+161.7%
+306.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +0.1% | +1.5% | -1.4% | -1.1% |
| 30D | +7.8% | +5.0% | +2.8% | +3.7% |
| 3M | +10.2% | -0.3% | +10.6% | +9.9% |
| 6M | +16.4% | -2.7% | +19.0% | +18.0% |
| YTD | +35.2% | -5.1% | +40.2% | +39.5% |
| 1Y | +30.5% | -8.3% | +38.7% | +38.2% |
| 3Y | +206.1% | +33.0% | +173.0% | +127.8% |
| 5Y | +228.3% | +41.3% | +187.0% | +125.4% |
| 10Y | +468.3% | +164.5% | +303.8% | +168.1% |
| All | +468.3% | +161.7% | +306.6% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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