+443.3%
WELL vs VFC
-50.3%
+493.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.3% |
| 7D | +0.1% | -1.4% | +1.6% | +0.4% |
| 30D | +6.8% | +24.6% | -17.8% | +1.7% |
| 3M | +6.7% | +38.4% | -31.7% | -0.9% |
| 6M | +13.8% | +15.3% | -1.5% | +9.0% |
| YTD | +33.8% | +12.7% | +21.1% | +27.2% |
| 1Y | +29.6% | +32.7% | -3.0% | +17.8% |
| 3Y | +203.1% | +43.7% | +159.4% | +133.1% |
| 5Y | +223.8% | -69.2% | +293.0% | +351.5% |
| All | +443.3% | -50.3% | +493.6% | +539.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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