+194.7%
WELL vs VLTO
+69.5%
+125.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +4.4% | +5.4% | -1.0% | +3.3% |
| 30D | +10.8% | +22.3% | -11.5% | +6.3% |
| 3M | +4.2% | +19.6% | -15.4% | +0.4% |
| 6M | +14.0% | +35.2% | -21.2% | +6.8% |
| YTD | +33.4% | +17.9% | +15.6% | +28.5% |
| 1Y | +32.4% | +19.5% | +12.9% | +27.1% |
| 3Y | +194.7% | +73.9% | +120.8% | +174.0% |
| All | +194.7% | +69.5% | +125.3% | +174.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling