+226.5%
WELL vs UL
+32.3%
+194.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.7% |
| 3M | +4.8% | +5.8% | -1.0% | +3.1% |
| 6M | +16.1% | +16.1% | 0.0% | +11.2% |
| YTD | +34.7% | +4.5% | +30.2% | +32.4% |
| 1Y | +31.9% | -1.3% | +33.2% | +31.6% |
| 3Y | +209.9% | +35.0% | +174.9% | +185.3% |
| 5Y | +226.5% | +31.9% | +194.6% | +194.3% |
| All | +226.5% | +32.3% | +194.2% | +194.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling