+225.9%
WELL vs VIAV
+101.3%
+124.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.1% |
| 7D | +0.1% | +7.9% | -7.8% | -0.3% |
| 30D | +5.7% | -20.3% | +26.0% | +6.6% |
| 3M | +4.6% | -28.5% | +33.2% | +5.9% |
| 6M | +11.9% | -42.7% | +54.6% | +14.4% |
| YTD | +33.6% | +72.4% | -38.8% | +22.4% |
| 1Y | +29.8% | +81.5% | -51.7% | +18.1% |
| 3Y | +202.2% | +293.8% | -91.7% | +145.2% |
| All | +225.9% | +101.3% | +124.6% | +178.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling