+208.8%
WELL vs VICR
+46.6%
+162.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.4% |
| 7D | -1.1% | +1.3% | -2.4% | -1.2% |
| 30D | +0.7% | -11.9% | +12.7% | +1.1% |
| 3M | +14.5% | -35.1% | +49.7% | +15.7% |
| 6M | +14.4% | +8.1% | +6.3% | +11.7% |
| YTD | +28.5% | +67.8% | -39.3% | +22.3% |
| 1Y | +41.8% | +267.3% | -225.5% | +28.6% |
| 3Y | +202.8% | +191.2% | +11.6% | +171.4% |
| 5Y | +208.8% | +48.1% | +160.7% | +169.0% |
| All | +208.8% | +46.6% | +162.2% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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