+793.5%
WELL vs URA
-31.1%
+824.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.2% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -0.1% | +7.4% | -7.5% | -1.5% |
| 3M | +18.0% | -8.4% | +26.4% | +19.0% |
| 6M | +15.0% | -12.7% | +27.7% | +16.2% |
| YTD | +28.6% | +7.8% | +20.8% | +23.5% |
| 1Y | +42.9% | +19.5% | +23.5% | +32.6% |
| 3Y | +203.0% | +116.4% | +86.6% | +137.4% |
| 5Y | +206.9% | +134.3% | +72.6% | +125.8% |
| 10Y | +339.5% | +359.3% | -19.8% | +153.0% |
| All | +793.5% | -31.1% | +824.6% | +593.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling