+230.5%
WELL vs USAR
-19.4%
+249.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +5.7% | -20.9% | +26.6% | +5.4% |
| 3M | +4.6% | -56.2% | +60.8% | +3.5% |
| 6M | +11.9% | -67.9% | +79.8% | +10.4% |
| YTD | +33.6% | -31.4% | +65.0% | +32.8% |
| 1Y | +29.8% | -45.1% | +74.8% | +28.8% |
| 3Y | +202.2% | -20.3% | +222.5% | +199.9% |
| All | +230.5% | -19.4% | +249.8% | +223.2% |
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