+228.3%
WELL vs VCLT
-16.6%
+244.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.4% |
| 30D | +7.8% | +2.3% | +5.5% | +6.6% |
| 3M | +10.2% | -0.9% | +11.1% | +10.6% |
| 6M | +16.4% | -3.6% | +20.0% | +18.3% |
| YTD | +35.2% | -3.2% | +38.3% | +37.1% |
| 1Y | +30.5% | -4.2% | +34.6% | +33.0% |
| 3Y | +206.1% | +15.0% | +191.1% | +184.8% |
| 5Y | +228.3% | -16.2% | +244.5% | +215.5% |
| All | +228.3% | -16.6% | +244.9% | +215.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling