+218.2%
WELL vs USAR
+74.0%
+144.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -0.8% | -2.1% | +1.3% | -0.8% |
| 30D | -0.1% | +2.6% | -2.7% | 0.0% |
| 3M | +18.0% | -35.0% | +53.0% | +17.7% |
| 6M | +15.0% | -6.9% | +21.9% | +15.0% |
| YTD | +28.6% | +48.0% | -19.4% | +29.3% |
| 1Y | +42.9% | +24.8% | +18.1% | +43.7% |
| 3Y | +203.0% | +73.2% | +129.8% | +202.9% |
| All | +218.2% | +74.0% | +144.1% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling