+209.7%
WELL vs URA
+114.7%
+94.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.1% |
| 7D | -0.8% | +1.1% | -1.9% | -0.8% |
| 30D | -0.1% | +7.4% | -7.5% | -0.2% |
| 3M | +18.0% | -8.4% | +26.4% | +18.5% |
| 6M | +15.0% | -12.7% | +27.7% | +15.4% |
| YTD | +28.6% | +7.8% | +20.8% | +27.3% |
| 1Y | +42.9% | +19.5% | +23.5% | +39.5% |
| All | +209.7% | +114.7% | +94.9% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling