+222.7%
WELL vs VLTO
+56.3%
+166.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +3.0% | +1.6% | +1.4% | +2.7% |
| 30D | +10.2% | +22.0% | -11.7% | +6.1% |
| 3M | +6.1% | +21.9% | -15.8% | +2.1% |
| 6M | +16.6% | +36.5% | -19.9% | +9.6% |
| YTD | +35.3% | +19.0% | +16.3% | +30.4% |
| 1Y | +31.5% | +21.0% | +10.5% | +26.2% |
| 3Y | +206.5% | +69.9% | +136.6% | +184.2% |
| All | +222.7% | +56.3% | +166.4% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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