+356.5%
WELL vs PEG
+139.0%
+217.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.4% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +0.7% | -1.7% | +2.5% | +2.0% |
| 3M | +14.5% | -6.8% | +21.3% | +20.7% |
| 6M | +14.4% | -11.4% | +25.8% | +25.3% |
| YTD | +28.5% | -7.2% | +35.7% | +35.5% |
| 1Y | +41.8% | -6.1% | +47.9% | +47.7% |
| 3Y | +202.8% | +31.8% | +171.1% | +127.6% |
| 5Y | +208.8% | +35.6% | +173.2% | +120.2% |
| 10Y | +356.5% | +148.7% | +207.8% | +116.1% |
| All | +356.5% | +139.0% | +217.5% | +116.1% |
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