+195.2%
WELL vs PPL
+56.9%
+138.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | +5.3% | +1.0% | +4.2% | +4.7% |
| 30D | +8.7% | +6.8% | +1.9% | +4.9% |
| 3M | +3.8% | +3.9% | 0.0% | +1.6% |
| 6M | +15.4% | -2.0% | +17.4% | +16.4% |
| YTD | +33.7% | +5.3% | +28.4% | +29.5% |
| 1Y | +33.6% | +2.2% | +31.5% | +31.6% |
| All | +195.2% | +56.9% | +138.3% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling