+206.5%
WELL vs PPG
-24.6%
+231.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | -2.2% | -5.1% | +2.9% | -0.9% |
| 30D | +4.7% | -9.6% | +14.2% | +7.4% |
| 3M | +11.9% | -6.4% | +18.4% | +13.5% |
| 6M | +14.3% | +0.5% | +13.8% | +13.0% |
| YTD | +28.4% | +4.4% | +23.9% | +24.8% |
| 1Y | +42.3% | -0.9% | +43.2% | +40.3% |
| 3Y | +202.6% | -17.0% | +219.5% | +212.3% |
| 5Y | +206.5% | -23.7% | +230.2% | +223.1% |
| All | +206.5% | -24.6% | +231.1% | +223.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling