+443.3%
WELL vs VCLT
+22.0%
+421.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.1% |
| 7D | +0.1% | -1.9% | +2.0% | +1.5% |
| 30D | +6.8% | +1.4% | +5.4% | +5.7% |
| 3M | +6.7% | -1.8% | +8.5% | +8.0% |
| 6M | +13.8% | -3.9% | +17.7% | +16.9% |
| YTD | +33.8% | -3.9% | +37.8% | +37.4% |
| 1Y | +29.6% | -4.7% | +34.4% | +33.9% |
| 3Y | +203.1% | +14.1% | +189.0% | +171.7% |
| 5Y | +223.8% | -16.6% | +240.5% | +273.2% |
| All | +443.3% | +22.0% | +421.3% | +365.7% |
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