+712.4%
WELL vs PSX
+1,177.4%
-465.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | +0.1% | +6.4% | -6.3% | -1.7% |
| 30D | +6.8% | -10.2% | +17.0% | +9.9% |
| 3M | +6.7% | +17.2% | -10.4% | +1.4% |
| 6M | +13.8% | +51.8% | -37.9% | -0.3% |
| YTD | +33.8% | +108.0% | -74.2% | +5.7% |
| 1Y | +29.6% | +96.1% | -66.5% | +3.9% |
| 3Y | +203.1% | +155.9% | +47.2% | +114.3% |
| 5Y | +223.8% | +306.9% | -83.1% | +84.9% |
| 10Y | +462.8% | +364.5% | +98.2% | +172.3% |
| All | +712.4% | +1,177.4% | -465.0% | +257.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling