+421.0%
WELL vs URI
+1,374.0%
-952.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +4.4% | -9.8% | +14.2% | +7.1% |
| 30D | +10.8% | +1.7% | +9.1% | +10.0% |
| 3M | +4.2% | -9.1% | +13.3% | +6.2% |
| 6M | +14.0% | +9.9% | +4.1% | +9.8% |
| YTD | +33.4% | +31.2% | +2.2% | +20.5% |
| 1Y | +32.4% | +25.9% | +6.5% | +20.7% |
| 3Y | +194.7% | +147.4% | +47.4% | +107.5% |
| 5Y | +226.5% | +179.7% | +46.7% | +113.0% |
| All | +421.0% | +1,374.0% | -952.9% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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