+1,708.1%
WELL vs VIG
+655.8%
+1,052.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.1% | +3.5% | -3.4% | -3.5% |
| 30D | +5.7% | +4.9% | +0.7% | +0.3% |
| 3M | +4.6% | +2.5% | +2.1% | +1.7% |
| 6M | +11.9% | +11.0% | +0.8% | -0.3% |
| YTD | +33.6% | +16.0% | +17.6% | +13.3% |
| 1Y | +29.8% | +17.5% | +12.2% | +8.3% |
| 3Y | +202.2% | +67.0% | +135.2% | +69.2% |
| 5Y | +223.2% | +64.8% | +158.4% | +81.9% |
| 10Y | +461.7% | +263.6% | +198.1% | +34.2% |
| All | +1,708.1% | +655.8% | +1,052.3% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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