+421.0%
WELL vs RF
+279.4%
+141.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +4.4% | -0.9% | +5.3% | +4.8% |
| 30D | +10.8% | +6.0% | +4.8% | +8.3% |
| 3M | +4.2% | -8.9% | +13.1% | +8.0% |
| 6M | +14.0% | +2.3% | +11.7% | +12.4% |
| YTD | +33.4% | +7.6% | +25.9% | +28.1% |
| 1Y | +32.4% | +21.2% | +11.2% | +20.8% |
| 3Y | +194.7% | +108.5% | +86.2% | +102.7% |
| 5Y | +226.5% | +43.2% | +183.2% | +154.3% |
| All | +421.0% | +279.4% | +141.6% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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