+443.3%
WELL vs PSX
+364.5%
+78.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | +0.1% | +6.4% | -6.3% | -2.0% |
| 30D | +6.8% | -10.2% | +17.0% | +10.4% |
| 3M | +6.7% | +17.2% | -10.4% | +0.5% |
| 6M | +13.8% | +51.8% | -37.9% | -2.6% |
| YTD | +33.8% | +108.0% | -74.2% | +1.2% |
| 1Y | +29.6% | +96.1% | -66.5% | -0.2% |
| 3Y | +203.1% | +155.9% | +47.2% | +99.5% |
| 5Y | +223.8% | +306.9% | -83.1% | +60.9% |
| All | +443.3% | +364.5% | +78.8% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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