+356.5%
WELL vs UL
+65.2%
+291.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | -1.1% | -3.2% | +2.1% | +0.2% |
| 30D | +0.7% | -0.6% | +1.3% | +0.9% |
| 3M | +14.5% | +9.4% | +5.1% | +9.7% |
| 6M | +14.4% | -4.1% | +18.5% | +15.7% |
| YTD | +28.5% | -2.0% | +30.4% | +28.4% |
| 1Y | +41.8% | -9.0% | +50.7% | +46.1% |
| 3Y | +202.8% | +21.8% | +181.0% | +170.8% |
| 5Y | +208.8% | +20.6% | +188.2% | +171.8% |
| 10Y | +356.5% | +67.7% | +288.8% | +276.0% |
| All | +356.5% | +65.2% | +291.3% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling