+86.0%
WELL vs VG
-50.2%
+136.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.4% | +0.9% |
| 7D | +3.5% | -8.3% | +11.8% | +3.6% |
| 30D | +9.7% | -10.3% | +20.0% | +9.8% |
| 3M | +4.8% | -10.8% | +15.6% | +4.9% |
| 6M | +16.1% | +3.5% | +12.6% | +15.7% |
| YTD | +34.7% | +74.0% | -39.3% | +30.8% |
| 1Y | +31.9% | +48.9% | -17.0% | +28.7% |
| All | +86.0% | -50.2% | +136.3% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling