+270.0%
WELL vs PL
+40.9%
+229.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.2% |
| 7D | +0.1% | +10.0% | -9.9% | -0.2% |
| 30D | +5.7% | -2.3% | +7.9% | +5.6% |
| 3M | +4.6% | -44.2% | +48.8% | +6.2% |
| 6M | +11.9% | -66.1% | +78.0% | +14.8% |
| YTD | +33.6% | -30.0% | +63.6% | +32.4% |
| 1Y | +29.8% | +21.0% | +8.7% | +25.1% |
| 3Y | +202.2% | +516.5% | -314.4% | +155.7% |
| 5Y | +223.2% | +32.0% | +191.2% | +197.4% |
| All | +270.0% | +40.9% | +229.1% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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