+36.5%
WELL vs PR
+87.5%
-51.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.5% | +9.4% | +2.8% |
| 7D | +9.2% | -12.1% | +21.3% | +9.2% |
| 30D | +10.6% | +0.9% | +9.7% | +10.4% |
| 3M | +7.5% | +10.1% | -2.6% | +7.1% |
| 6M | +15.0% | +1.1% | +13.9% | +14.9% |
| YTD | +35.0% | +63.7% | -28.6% | +28.9% |
| 1Y | +36.5% | +87.0% | -50.5% | +29.9% |
| All | +36.5% | +87.5% | -51.0% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling