+337.6%
WELL vs PWR
+2,399.9%
-2,062.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | -0.2% |
| 7D | -1.3% | +4.5% | -5.8% | -2.6% |
| 30D | +0.5% | -4.9% | +5.4% | +1.7% |
| 3M | +19.1% | -7.9% | +27.0% | +20.2% |
| 6M | +17.0% | +18.3% | -1.4% | +8.3% |
| YTD | +29.2% | +51.5% | -22.3% | +10.2% |
| 1Y | +42.1% | +70.3% | -28.2% | +15.7% |
| 3Y | +204.5% | +210.6% | -6.0% | +88.2% |
| 5Y | +211.0% | +456.7% | -245.7% | +45.7% |
| 10Y | +337.6% | +2,396.1% | -2,058.5% | +2.7% |
| All | +337.6% | +2,399.9% | -2,062.3% | +2.7% |
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