+203.2%
WELL vs RUN
-37.9%
+241.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -0.8% | +1.3% | -2.1% | -0.8% |
| 30D | -0.1% | -15.3% | +15.2% | +0.2% |
| 3M | +18.0% | -40.0% | +58.0% | +19.0% |
| 6M | +15.0% | -27.0% | +41.9% | +15.3% |
| YTD | +28.6% | -51.7% | +80.3% | +29.7% |
| 1Y | +42.9% | -45.9% | +88.8% | +43.3% |
| All | +203.2% | -37.9% | +241.0% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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