+421.0%
WELL vs PTC
+334.9%
+86.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +4.4% | -0.2% | +4.7% | +4.5% |
| 30D | +10.8% | +0.8% | +10.0% | +10.6% |
| 3M | +4.2% | +32.1% | -27.9% | -3.7% |
| 6M | +14.0% | +42.6% | -28.6% | +2.4% |
| YTD | +33.4% | +12.0% | +21.5% | +27.2% |
| 1Y | +32.4% | +12.2% | +20.3% | +26.1% |
| 3Y | +194.7% | +31.2% | +163.5% | +159.2% |
| 5Y | +226.5% | +54.9% | +171.6% | +166.5% |
| All | +421.0% | +334.9% | +86.1% | +217.6% |
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