+208.8%
WELL vs VIVK
-100.0%
+308.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.8% | -0.5% |
| 7D | -1.1% | -7.9% | +6.8% | -1.1% |
| 30D | +0.7% | -42.0% | +42.7% | +1.1% |
| 3M | +14.5% | -92.5% | +107.0% | +15.9% |
| 6M | +14.4% | -98.0% | +112.4% | +16.2% |
| YTD | +28.5% | -97.9% | +126.4% | +29.6% |
| 1Y | +41.8% | -100.0% | +141.7% | +46.9% |
| 3Y | +202.8% | -100.0% | +302.8% | +210.7% |
| 5Y | +208.8% | -100.0% | +308.8% | +214.3% |
| All | +208.8% | -100.0% | +308.8% | +214.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling