+223.8%
WELL vs RUN
-85.5%
+309.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | -0.7% |
| 7D | +0.1% | -13.7% | +13.8% | +0.8% |
| 30D | +6.8% | +9.4% | -2.6% | +6.1% |
| 3M | +6.7% | -13.4% | +20.1% | +7.2% |
| 6M | +13.8% | -39.6% | +53.4% | +15.9% |
| YTD | +33.8% | -53.7% | +87.5% | +36.9% |
| 1Y | +29.6% | -56.2% | +85.8% | +32.8% |
| 3Y | +203.1% | -9.7% | +212.8% | +167.1% |
| 5Y | +223.8% | -85.5% | +309.3% | +245.0% |
| All | +223.8% | -85.5% | +309.3% | +245.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling