+332.6%
WELL vs USB
+107.5%
+225.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -0.8% | +1.4% | -2.2% | -1.5% |
| 30D | -0.1% | -1.3% | +1.2% | +0.5% |
| 3M | +18.0% | +15.2% | +2.8% | +10.3% |
| 6M | +15.0% | +18.8% | -3.8% | +5.5% |
| YTD | +28.6% | +21.0% | +7.6% | +16.3% |
| 1Y | +42.9% | +34.0% | +8.9% | +22.5% |
| 3Y | +203.0% | +95.3% | +107.7% | +103.1% |
| 5Y | +206.9% | +40.4% | +166.5% | +137.1% |
| All | +332.6% | +107.5% | +225.1% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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