+202.2%
WELL vs PWR
+247.1%
-44.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +0.1% | +11.3% | -11.2% | -0.5% |
| 30D | +5.7% | -8.9% | +14.5% | +6.0% |
| 3M | +4.6% | -10.5% | +15.1% | +5.0% |
| 6M | +11.9% | -22.2% | +34.0% | +13.8% |
| YTD | +33.6% | +42.7% | -9.2% | +27.9% |
| 1Y | +29.8% | +41.1% | -11.4% | +24.3% |
| 3Y | +202.2% | +242.7% | -40.6% | +151.3% |
| All | +202.2% | +247.1% | -44.9% | +151.3% |
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