+405.6%
WELL vs REPL
+39.1%
+366.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.9% |
| 7D | +3.5% | +14.2% | -10.7% | +3.1% |
| 30D | +9.7% | +65.9% | -56.2% | +7.8% |
| 3M | +4.8% | +84.6% | -79.8% | +2.6% |
| 6M | +16.1% | +446.9% | -430.9% | +6.4% |
| YTD | +34.7% | +129.0% | -94.3% | +24.6% |
| 1Y | +31.9% | +167.9% | -135.9% | +21.1% |
| 3Y | +209.9% | +93.9% | +116.0% | +153.6% |
| 5Y | +226.5% | -33.0% | +259.5% | +186.8% |
| All | +405.6% | +39.1% | +366.5% | +267.1% |
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