+442.3%
WELL vs PWR
+1,844.4%
-1,402.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.1% | +11.3% | -11.2% | -2.8% |
| 30D | +5.7% | -8.9% | +14.5% | +7.2% |
| 3M | +4.6% | -10.5% | +15.1% | +6.2% |
| 6M | +11.9% | -22.2% | +34.0% | +16.9% |
| YTD | +33.6% | +42.7% | -9.2% | +14.1% |
| 1Y | +29.8% | +41.1% | -11.4% | +10.9% |
| 3Y | +202.2% | +242.7% | -40.6% | +75.6% |
| 5Y | +223.2% | +418.5% | -195.3% | +52.1% |
| All | +442.3% | +1,844.4% | -1,402.2% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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