+231.1%
WELL vs USAR
-20.3%
+251.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.0% |
| 7D | +0.1% | +8.8% | -8.6% | +0.3% |
| 30D | +6.8% | -28.5% | +35.3% | +6.3% |
| 3M | +6.7% | -56.2% | +62.9% | +5.5% |
| 6M | +13.8% | -68.4% | +82.2% | +12.3% |
| YTD | +33.8% | -32.2% | +66.0% | +33.1% |
| 1Y | +29.6% | -52.3% | +81.9% | +28.5% |
| 3Y | +203.1% | -21.2% | +224.3% | +200.8% |
| All | +231.1% | -20.3% | +251.4% | +223.8% |
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