+422.8%
WELL vs RUN
-31.9%
+454.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | -0.1% | -15.3% | +15.2% | +1.0% |
| 3M | +18.0% | -40.0% | +58.0% | +22.0% |
| 6M | +15.0% | -27.0% | +41.9% | +16.5% |
| YTD | +28.6% | -51.7% | +80.3% | +33.1% |
| 1Y | +42.9% | -45.9% | +88.8% | +45.3% |
| 3Y | +203.0% | -43.8% | +246.8% | +176.8% |
| 5Y | +206.9% | -80.5% | +287.4% | +196.3% |
| 10Y | +339.5% | +45.3% | +294.2% | +228.4% |
| All | +422.8% | -31.9% | +454.8% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling