+7,788.8%
WELL vs VIAV
+2,600.3%
+5,188.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.4% |
| 7D | +0.1% | +7.9% | -7.8% | -0.8% |
| 30D | +5.7% | -20.3% | +26.0% | +7.4% |
| 3M | +4.6% | -28.5% | +33.2% | +7.0% |
| 6M | +11.9% | -42.7% | +54.6% | +15.7% |
| YTD | +33.6% | +72.4% | -38.8% | +21.4% |
| 1Y | +29.8% | +81.5% | -51.7% | +17.2% |
| 3Y | +202.2% | +293.8% | -91.7% | +146.6% |
| 5Y | +223.2% | +101.4% | +121.8% | +180.8% |
| 10Y | +461.7% | +293.8% | +167.8% | +356.0% |
| All | +7,788.8% | +2,600.3% | +5,188.5% | +5,071.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling