+468.3%
WELL vs PPL
+65.2%
+403.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.6% |
| 7D | +0.1% | -1.0% | +1.0% | +0.8% |
| 30D | +7.8% | +3.0% | +4.7% | +5.3% |
| 3M | +10.2% | +1.1% | +9.1% | +9.0% |
| 6M | +16.4% | -0.8% | +17.1% | +16.5% |
| YTD | +35.2% | +3.5% | +31.7% | +30.8% |
| 1Y | +30.5% | -0.9% | +31.4% | +30.1% |
| 3Y | +206.1% | +54.2% | +151.9% | +116.3% |
| 5Y | +228.3% | +46.3% | +182.0% | +137.1% |
| 10Y | +468.3% | +65.0% | +403.3% | +292.0% |
| All | +468.3% | +65.2% | +403.1% | +292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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