+204.5%
WELL vs PSX
+138.7%
+65.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -1.3% | +2.8% | -4.1% | -1.4% |
| 30D | +0.5% | +27.8% | -27.2% | -0.3% |
| 3M | +19.1% | +42.0% | -23.0% | +17.5% |
| 6M | +17.0% | +58.1% | -41.1% | +15.0% |
| YTD | +29.2% | +105.0% | -75.8% | +25.4% |
| 1Y | +42.1% | +104.9% | -62.8% | +37.8% |
| 3Y | +204.5% | +134.1% | +70.5% | +171.6% |
| All | +204.5% | +138.7% | +65.9% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling