+349.8%
WELL vs VIAV
+419.4%
-69.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.7% |
| 7D | -0.2% | +11.2% | -11.4% | -2.4% |
| 30D | +2.3% | -10.1% | +12.4% | +4.0% |
| 3M | +12.3% | -22.9% | +35.1% | +16.0% |
| 6M | +15.6% | +28.8% | -13.2% | +3.1% |
| YTD | +28.3% | +117.5% | -89.1% | -1.8% |
| 1Y | +41.9% | +216.1% | -174.2% | -3.5% |
| 3Y | +198.3% | +292.2% | -93.9% | +80.9% |
| 5Y | +206.4% | +141.0% | +65.4% | +114.2% |
| All | +349.8% | +419.4% | -69.7% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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