+19,554.2%
WELL vs UL
+2,764.7%
+16,789.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 6M | +16.1% | +16.1% | 0.0% | +10.7% |
| YTD | +34.7% | +4.5% | +30.2% | +32.1% |
| 1Y | +31.9% | -1.3% | +33.2% | +31.4% |
| 3Y | +209.9% | +35.0% | +174.9% | +179.8% |
| 5Y | +226.5% | +31.9% | +194.6% | +192.8% |
| 10Y | +455.3% | +99.3% | +356.0% | +346.4% |
| All | +19,554.2% | +2,764.7% | +16,789.5% | +11,476.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling