+790.4%
WELL vs PSLV
+120.6%
+669.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | -1.1% | +3.3% | -4.5% | -1.5% |
| 30D | +0.7% | +2.1% | -1.4% | +0.4% |
| 3M | +14.5% | +7.1% | +7.4% | +13.3% |
| 6M | +14.4% | -21.6% | +36.0% | +16.8% |
| YTD | +28.5% | -6.7% | +35.2% | +25.7% |
| 1Y | +41.8% | +59.3% | -17.5% | +27.8% |
| 3Y | +202.8% | +182.1% | +20.7% | +148.5% |
| 5Y | +208.8% | +162.6% | +46.2% | +153.8% |
| 10Y | +356.5% | +203.0% | +153.5% | +257.3% |
| All | +790.4% | +120.6% | +669.8% | +523.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling