+473.8%
WELL vs PTC
+315.4%
+158.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +3.0% | +1.3% | +1.8% | +2.8% |
| 30D | +10.2% | +1.1% | +9.1% | +10.0% |
| 3M | +6.1% | +30.1% | -24.0% | -1.5% |
| 6M | +16.6% | +34.0% | -17.4% | +6.6% |
| YTD | +35.3% | +12.8% | +22.5% | +28.8% |
| 1Y | +31.5% | +10.7% | +20.7% | +25.7% |
| 3Y | +206.5% | +29.6% | +176.8% | +170.6% |
| 5Y | +222.0% | +63.5% | +158.4% | +158.2% |
| 10Y | +473.8% | +316.7% | +157.1% | +245.0% |
| All | +473.8% | +315.4% | +158.4% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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