+455.3%
WELL vs RF
+277.2%
+178.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.1% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +9.7% | +7.0% | +2.7% | +6.8% |
| 3M | +4.8% | -7.0% | +11.8% | +7.7% |
| 6M | +16.1% | +6.8% | +9.3% | +12.5% |
| YTD | +34.7% | +9.9% | +24.8% | +28.2% |
| 1Y | +31.9% | +21.1% | +10.8% | +20.3% |
| 3Y | +209.9% | +119.6% | +90.2% | +107.7% |
| 5Y | +226.5% | +46.2% | +180.3% | +151.8% |
| 10Y | +455.3% | +261.5% | +193.8% | +167.4% |
| All | +455.3% | +277.2% | +178.1% | +167.4% |
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