+471.8%
WELL vs URA
+289.1%
+182.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.7% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +9.8% | -14.8% | +24.6% | +12.6% |
| 3M | +5.8% | -25.3% | +31.1% | +10.5% |
| 6M | +16.2% | -39.9% | +56.1% | +25.4% |
| YTD | +34.9% | -22.4% | +57.3% | +36.4% |
| 1Y | +31.0% | -29.0% | +60.0% | +34.5% |
| 3Y | +205.4% | +41.0% | +164.4% | +155.7% |
| 5Y | +220.8% | +38.3% | +182.5% | +160.5% |
| 10Y | +471.8% | +276.1% | +195.8% | +194.6% |
| All | +471.8% | +289.1% | +182.8% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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