+400.8%
WELL vs REPL
+35.1%
+365.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.4% |
| 7D | +4.4% | +22.8% | -18.3% | +3.7% |
| 30D | +10.8% | +63.8% | -53.0% | +9.0% |
| 3M | +4.2% | +68.1% | -63.9% | +2.3% |
| 6M | +14.0% | +528.5% | -514.5% | +3.8% |
| YTD | +33.4% | +122.4% | -89.0% | +23.5% |
| 1Y | +32.4% | +154.4% | -121.9% | +21.7% |
| 3Y | +194.7% | +68.0% | +126.8% | +143.9% |
| 5Y | +226.5% | -35.4% | +261.8% | +187.2% |
| All | +400.8% | +35.1% | +365.7% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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