+1,110.9%
WELL vs VIVK
-100.0%
+1,210.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.8% | -0.6% |
| 7D | -1.1% | -7.9% | +6.8% | -1.1% |
| 30D | +0.7% | -42.0% | +42.7% | +0.8% |
| 3M | +14.5% | -92.5% | +107.0% | +14.6% |
| 6M | +14.4% | -98.0% | +112.4% | +14.6% |
| YTD | +28.5% | -97.9% | +126.4% | +28.6% |
| 1Y | +41.8% | -100.0% | +141.7% | +42.1% |
| 3Y | +202.8% | -100.0% | +302.8% | +203.4% |
| 5Y | +208.8% | -100.0% | +308.8% | +209.5% |
| 10Y | +356.5% | -100.0% | +456.5% | +357.9% |
| All | +1,110.9% | -100.0% | +1,210.9% | +1,167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling