+225.9%
WELL vs RF
+47.5%
+178.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | +5.7% | +7.3% | -1.7% | +4.1% |
| 3M | +4.6% | -7.9% | +12.6% | +6.4% |
| 6M | +11.9% | +10.5% | +1.3% | +9.3% |
| YTD | +33.6% | +9.6% | +23.9% | +30.2% |
| 1Y | +29.8% | +20.3% | +9.5% | +23.7% |
| 3Y | +202.2% | +119.5% | +82.6% | +139.3% |
| All | +225.9% | +47.5% | +178.5% | +187.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling