+473.8%
WELL vs PR
+65.1%
+408.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.4% |
| 7D | +3.0% | -9.5% | +12.5% | +4.0% |
| 30D | +10.2% | -5.7% | +15.9% | +10.7% |
| 3M | +6.1% | +3.0% | +3.2% | +5.6% |
| 6M | +16.6% | +11.8% | +4.8% | +14.8% |
| YTD | +35.3% | +58.5% | -23.1% | +28.3% |
| 1Y | +31.5% | +69.9% | -38.4% | +23.7% |
| 3Y | +206.5% | +84.9% | +121.6% | +181.2% |
| 5Y | +222.0% | +246.4% | -24.5% | +166.7% |
| 10Y | +473.8% | +70.3% | +403.5% | +212.5% |
| All | +473.8% | +65.1% | +408.7% | +212.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling