+209.9%
WELL vs UL
+34.1%
+175.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +9.7% | +7.0% | +2.7% | +7.5% |
| 3M | +4.8% | +5.8% | -1.0% | +3.0% |
| 6M | +16.1% | +16.1% | 0.0% | +10.6% |
| YTD | +34.7% | +4.5% | +30.2% | +32.2% |
| 1Y | +31.9% | -1.3% | +33.2% | +31.9% |
| 3Y | +209.9% | +35.0% | +174.9% | +181.6% |
| All | +209.9% | +34.1% | +175.7% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling