+421.0%
WELL vs URA
+278.3%
+142.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.9% |
| 7D | +4.4% | -4.1% | +8.6% | +5.1% |
| 30D | +10.8% | -19.0% | +29.8% | +14.5% |
| 3M | +4.2% | -25.1% | +29.3% | +8.8% |
| 6M | +14.0% | -44.5% | +58.5% | +24.8% |
| YTD | +33.4% | -24.3% | +57.7% | +35.5% |
| 1Y | +32.4% | -28.1% | +60.5% | +35.4% |
| 3Y | +194.7% | +40.7% | +154.1% | +146.4% |
| 5Y | +226.5% | +35.5% | +191.0% | +165.7% |
| All | +421.0% | +278.3% | +142.8% | +184.2% |
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