+18,665.9%
WELL vs PPL
+2,096.5%
+16,569.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.8% | +2.7% | -3.5% | -1.8% |
| 30D | -0.1% | +0.5% | -0.5% | -0.3% |
| 3M | +18.0% | +0.7% | +17.4% | +17.7% |
| 6M | +15.0% | -7.6% | +22.6% | +18.6% |
| YTD | +28.6% | +1.8% | +26.8% | +27.5% |
| 1Y | +42.9% | -0.8% | +43.7% | +43.1% |
| 3Y | +203.0% | +56.9% | +146.1% | +152.2% |
| 5Y | +206.9% | +39.5% | +167.4% | +167.0% |
| 10Y | +339.5% | +55.4% | +284.1% | +273.3% |
| All | +18,665.9% | +2,096.5% | +16,569.4% | +12,881.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling