+30.5%
WELL vs USAR
-52.4%
+82.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | +0.2% |
| 30D | +7.8% | -30.1% | +37.9% | +6.8% |
| 3M | +10.2% | -56.3% | +66.5% | +7.9% |
| 6M | +16.4% | -68.6% | +84.9% | +13.6% |
| YTD | +35.2% | -30.5% | +65.7% | +31.6% |
| 1Y | +30.5% | -53.5% | +83.9% | +26.4% |
| All | +30.5% | -52.4% | +82.9% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling