+19,429.0%
WELL vs UL
+2,739.8%
+16,689.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.9% |
| 30D | +6.8% | +5.7% | +1.1% | +5.0% |
| 3M | +6.7% | +7.0% | -0.2% | +4.5% |
| 6M | +13.8% | +16.1% | -2.3% | +8.5% |
| YTD | +33.8% | +3.6% | +30.3% | +31.6% |
| 1Y | +29.6% | -1.4% | +31.0% | +29.2% |
| 3Y | +203.1% | +34.1% | +169.0% | +174.2% |
| 5Y | +223.8% | +32.0% | +191.8% | +190.3% |
| 10Y | +462.8% | +104.7% | +358.1% | +349.4% |
| All | +19,429.0% | +2,739.8% | +16,689.3% | +11,431.8% |
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