+29.6%
WELL vs VFC
+36.5%
-6.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.9% |
| 7D | +0.1% | -1.4% | +1.6% | +0.2% |
| 30D | +6.8% | +24.6% | -17.8% | +6.8% |
| 3M | +6.7% | +38.4% | -31.7% | +7.0% |
| 6M | +13.8% | +15.3% | -1.5% | +13.9% |
| YTD | +33.8% | +12.7% | +21.1% | +32.0% |
| 1Y | +29.6% | +32.7% | -3.0% | +28.7% |
| All | +29.6% | +36.5% | -6.8% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling