+163.0%
WELL vs VIK
+236.8%
-73.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | +0.2% |
| 7D | -1.3% | +3.6% | -4.9% | -1.6% |
| 30D | +0.5% | -16.7% | +17.3% | +1.9% |
| 3M | +19.1% | -1.1% | +20.2% | +19.0% |
| 6M | +17.0% | +27.8% | -10.8% | +14.0% |
| YTD | +29.2% | +23.3% | +5.9% | +26.0% |
| 1Y | +42.1% | +38.2% | +4.0% | +36.9% |
| All | +163.0% | +236.8% | -73.8% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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