+407.4%
WELL vs REPL
+36.1%
+371.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.1% |
| 7D | +0.1% | +5.3% | -5.2% | -0.1% |
| 30D | +7.8% | +66.6% | -58.9% | +5.9% |
| 3M | +10.2% | +59.6% | -49.3% | +8.4% |
| 6M | +16.4% | +482.4% | -466.0% | +6.4% |
| YTD | +35.2% | +124.1% | -88.9% | +25.1% |
| 1Y | +30.5% | +138.6% | -108.1% | +20.3% |
| 3Y | +206.1% | +96.0% | +110.0% | +149.9% |
| 5Y | +228.3% | -35.4% | +263.7% | +189.0% |
| All | +407.4% | +36.1% | +371.2% | +268.6% |
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