+421.9%
WELL vs USB
+93.8%
+328.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | +5.3% | -1.5% | +6.7% | +6.0% |
| 30D | +8.7% | +4.3% | +4.4% | +6.6% |
| 3M | +3.8% | -6.1% | +9.9% | +6.7% |
| 6M | +15.4% | +9.4% | +6.0% | +10.0% |
| YTD | +33.7% | +15.2% | +18.5% | +23.5% |
| 1Y | +33.6% | +32.8% | +0.9% | +15.0% |
| 3Y | +194.2% | +91.3% | +102.9% | +99.5% |
| 5Y | +227.0% | +22.7% | +204.4% | +174.4% |
| All | +421.9% | +93.8% | +328.1% | +245.1% |
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