+349.8%
WELL vs PPG
+26.9%
+322.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -0.2% | -6.2% | +6.0% | +2.6% |
| 30D | +2.3% | -7.9% | +10.3% | +6.0% |
| 3M | +12.3% | -10.2% | +22.5% | +17.0% |
| 6M | +15.6% | +2.7% | +12.9% | +12.1% |
| YTD | +28.3% | +4.9% | +23.4% | +22.3% |
| 1Y | +41.9% | -3.2% | +45.1% | +40.0% |
| 3Y | +198.3% | -17.0% | +215.3% | +209.4% |
| 5Y | +206.4% | -23.3% | +229.7% | +222.0% |
| All | +349.8% | +26.9% | +322.9% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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