+84.8%
WELL vs VG
-44.1%
+128.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -1.0% |
| 7D | +0.1% | +15.1% | -15.0% | -0.1% |
| 30D | +6.8% | -4.2% | +11.0% | +6.8% |
| 3M | +6.7% | -3.1% | +9.8% | +6.7% |
| 6M | +13.8% | +0.3% | +13.5% | +13.6% |
| YTD | +33.8% | +95.5% | -61.6% | +29.7% |
| 1Y | +29.6% | +64.4% | -34.8% | +26.4% |
| All | +84.8% | -44.1% | +128.9% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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