+227.0%
WELL vs PL
+11.6%
+215.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.1% | +9.1% | -0.8% |
| 7D | +5.3% | -20.5% | +25.8% | +5.9% |
| 30D | +8.7% | -38.8% | +47.5% | +10.1% |
| 3M | +3.8% | -49.1% | +53.0% | +5.6% |
| 6M | +15.4% | -69.4% | +84.7% | +18.6% |
| YTD | +33.7% | -42.3% | +76.0% | +33.2% |
| 1Y | +33.6% | -14.2% | +47.8% | +30.5% |
| 3Y | +194.2% | +398.7% | -204.5% | +150.8% |
| 5Y | +227.0% | +11.1% | +215.9% | +201.7% |
| All | +227.0% | +11.6% | +215.4% | +201.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling