+356.5%
WELL vs VCLT
+16.9%
+339.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +0.7% | +0.1% | +0.6% | +0.6% |
| 3M | +14.5% | -2.9% | +17.4% | +16.8% |
| 6M | +14.4% | -4.0% | +18.4% | +17.6% |
| YTD | +28.5% | -2.2% | +30.7% | +30.3% |
| 1Y | +41.8% | -2.6% | +44.4% | +44.1% |
| 3Y | +202.8% | +12.3% | +190.5% | +174.8% |
| 5Y | +208.8% | -16.4% | +225.2% | +256.3% |
| 10Y | +356.5% | +18.1% | +338.5% | +308.9% |
| All | +356.5% | +16.9% | +339.6% | +308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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