+18,665.9%
WELL vs VFC
+845.1%
+17,820.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -2.6% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | -0.1% | -11.6% | +11.6% | +2.8% |
| 3M | +18.0% | -18.1% | +36.1% | +22.5% |
| 6M | +15.0% | -27.4% | +42.3% | +21.9% |
| YTD | +28.6% | -24.8% | +53.4% | +34.4% |
| 1Y | +42.9% | -8.2% | +51.1% | +40.3% |
| 3Y | +203.0% | -29.1% | +232.1% | +180.5% |
| 5Y | +206.9% | -79.2% | +286.0% | +295.5% |
| 10Y | +339.5% | -68.1% | +407.6% | +391.1% |
| All | +18,665.9% | +845.1% | +17,820.8% | +10,477.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling