+211.0%
WELL vs RUN
-80.3%
+291.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.3% | +0.3% |
| 7D | -1.3% | +10.2% | -11.5% | -1.8% |
| 30D | +0.5% | -9.6% | +10.1% | +0.9% |
| 3M | +19.1% | -31.5% | +50.6% | +20.9% |
| 6M | +17.0% | -18.7% | +35.7% | +17.3% |
| YTD | +29.2% | -49.9% | +79.1% | +31.9% |
| 1Y | +42.1% | -45.5% | +87.7% | +43.7% |
| 3Y | +204.5% | -34.1% | +238.6% | +179.6% |
| 5Y | +211.0% | -79.4% | +290.4% | +197.1% |
| All | +211.0% | -80.3% | +291.3% | +197.1% |
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