+198.7%
WELL vs VIAV
+297.4%
-98.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | -1.1% | +13.6% | -14.7% | -1.5% |
| 30D | +0.7% | +5.3% | -4.6% | +0.5% |
| 3M | +14.5% | -15.6% | +30.1% | +14.9% |
| 6M | +14.4% | +34.0% | -19.6% | +11.5% |
| YTD | +28.5% | +119.9% | -91.4% | +22.2% |
| 1Y | +41.8% | +235.2% | -193.4% | +31.5% |
| All | +198.7% | +297.4% | -98.7% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling