+203.3%
WELL vs PWR
+201.3%
+2.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -0.8% | +3.6% | -4.4% | -1.1% |
| 30D | -0.1% | -8.6% | +8.5% | +0.6% |
| 3M | +18.0% | -13.2% | +31.2% | +19.3% |
| 6M | +15.0% | +9.9% | +5.1% | +12.9% |
| YTD | +28.6% | +48.0% | -19.4% | +22.4% |
| 1Y | +42.9% | +66.2% | -23.2% | +34.1% |
| All | +203.3% | +201.3% | +2.0% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling