+204.5%
WELL vs VCLT
+12.2%
+192.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | +0.5% | -0.6% | +1.1% | +0.8% |
| 3M | +19.1% | -2.2% | +21.3% | +20.5% |
| 6M | +17.0% | -2.9% | +19.9% | +18.8% |
| YTD | +29.2% | -2.1% | +31.3% | +30.5% |
| 1Y | +42.1% | -2.6% | +44.7% | +44.0% |
| 3Y | +204.5% | +12.5% | +192.0% | +183.6% |
| All | +204.5% | +12.2% | +192.3% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling