+230.1%
WELL vs USAR
-18.7%
+248.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | 0.0% |
| 7D | +4.4% | -14.5% | +18.9% | +4.2% |
| 30D | +10.8% | -37.8% | +48.6% | +10.1% |
| 3M | +4.2% | -52.8% | +57.0% | +3.2% |
| 6M | +14.0% | -71.2% | +85.2% | +12.4% |
| YTD | +33.4% | -30.9% | +64.3% | +32.7% |
| 1Y | +32.4% | -48.0% | +80.4% | +31.4% |
| 3Y | +194.7% | -19.7% | +214.4% | +192.7% |
| All | +230.1% | -18.7% | +248.8% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling