+349.8%
WELL vs VIVK
-100.0%
+449.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | -0.2% | -4.4% | +4.1% | -0.2% |
| 30D | +2.3% | -40.8% | +43.1% | +2.7% |
| 3M | +12.3% | -94.1% | +106.4% | +14.0% |
| 6M | +15.6% | -98.2% | +113.8% | +17.7% |
| YTD | +28.3% | -98.0% | +126.3% | +29.9% |
| 1Y | +41.9% | -100.0% | +141.9% | +47.1% |
| 3Y | +198.3% | -100.0% | +298.3% | +207.7% |
| 5Y | +206.4% | -100.0% | +306.4% | +216.4% |
| All | +349.8% | -100.0% | +449.8% | +357.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling