+413.4%
WELL vs PR
+147.8%
+265.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | -0.5% |
| 7D | +5.3% | -16.5% | +21.8% | +7.1% |
| 30D | +8.7% | -4.5% | +13.2% | +9.1% |
| 3M | +3.8% | +8.5% | -4.7% | +2.7% |
| 6M | +15.4% | -3.3% | +18.7% | +15.2% |
| YTD | +33.7% | +55.7% | -22.1% | +27.0% |
| 1Y | +33.6% | +82.0% | -48.4% | +24.9% |
| 3Y | +194.2% | +62.5% | +131.8% | +173.8% |
| 5Y | +227.0% | +223.9% | +3.1% | +173.1% |
| 10Y | +430.7% | +64.2% | +366.5% | +187.1% |
| All | +413.4% | +147.8% | +265.6% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling