+19,368.3%
WELL vs VFC
+1,340.0%
+18,028.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +4.4% | +11.2% | -6.8% | +1.8% |
| 30D | +10.8% | +41.5% | -30.7% | +1.9% |
| 3M | +4.2% | +38.9% | -34.7% | -3.9% |
| 6M | +14.0% | +6.1% | +7.9% | +10.8% |
| YTD | +33.4% | +14.5% | +18.9% | +25.9% |
| 1Y | +32.4% | +46.0% | -13.5% | +16.9% |
| 3Y | +194.7% | +36.4% | +158.4% | +134.0% |
| 5Y | +226.5% | -67.5% | +294.0% | +278.0% |
| 10Y | +429.8% | -45.8% | +475.7% | +420.5% |
| All | +19,368.3% | +1,340.0% | +18,028.3% | +9,809.2% |
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