+349.8%
WELL vs PSLV
+190.6%
+159.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -0.2% | -3.5% | +3.2% | +0.2% |
| 30D | +2.3% | -2.1% | +4.5% | +2.5% |
| 3M | +12.3% | -1.6% | +13.9% | +12.2% |
| 6M | +15.6% | -25.5% | +41.1% | +19.4% |
| YTD | +28.3% | -11.4% | +39.7% | +24.5% |
| 1Y | +41.9% | +48.6% | -6.7% | +21.9% |
| 3Y | +198.3% | +166.9% | +31.5% | +118.7% |
| 5Y | +206.4% | +152.4% | +54.0% | +124.0% |
| All | +349.8% | +190.6% | +159.2% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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