+195.2%
WELL vs RF
+105.6%
+89.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | +5.3% | -1.6% | +6.9% | +5.5% |
| 30D | +8.7% | +5.0% | +3.7% | +8.1% |
| 3M | +3.8% | -10.0% | +13.8% | +5.1% |
| 6M | +15.4% | +3.3% | +12.0% | +14.8% |
| YTD | +33.7% | +7.9% | +25.7% | +32.0% |
| 1Y | +33.6% | +21.2% | +12.4% | +29.8% |
| All | +195.2% | +105.6% | +89.7% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling