+219.6%
WELL vs USAR
+74.5%
+145.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -1.3% | +2.3% | -3.6% | -1.3% |
| 30D | +0.5% | -8.6% | +9.2% | +0.4% |
| 3M | +19.1% | -20.5% | +39.6% | +18.9% |
| 6M | +17.0% | +1.2% | +15.8% | +17.0% |
| YTD | +29.2% | +48.4% | -19.2% | +29.9% |
| 1Y | +42.1% | +30.6% | +11.5% | +43.0% |
| 3Y | +204.5% | +73.6% | +130.9% | +204.7% |
| All | +219.6% | +74.5% | +145.1% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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