+211.0%
WELL vs VCLT
-15.1%
+226.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.3% |
| 6M | +17.0% | -2.9% | +19.9% | +18.5% |
| YTD | +29.2% | -2.1% | +31.3% | +30.4% |
| 1Y | +42.1% | -2.6% | +44.7% | +43.8% |
| 3Y | +204.5% | +12.5% | +192.0% | +186.1% |
| 5Y | +211.0% | -15.3% | +226.3% | +206.1% |
| All | +211.0% | -15.1% | +226.1% | +206.1% |
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