+19,554.2%
WELL vs VFC
+1,377.5%
+18,176.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.3% |
| 7D | +3.5% | +7.7% | -4.2% | +1.7% |
| 30D | +9.7% | +39.2% | -29.5% | +1.3% |
| 3M | +4.8% | +40.3% | -35.5% | -3.6% |
| 6M | +16.1% | +11.4% | +4.7% | +11.6% |
| YTD | +34.7% | +17.5% | +17.2% | +26.3% |
| 1Y | +31.9% | +45.9% | -13.9% | +16.6% |
| 3Y | +209.9% | +47.3% | +162.5% | +140.9% |
| 5Y | +226.5% | -67.2% | +293.7% | +277.6% |
| 10Y | +455.3% | -46.1% | +501.4% | +446.3% |
| All | +19,554.2% | +1,377.5% | +18,176.7% | +9,842.6% |
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 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