+356.5%
WELL vs VMC
+146.8%
+209.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.8% |
| 7D | -1.1% | -5.3% | +4.2% | +1.0% |
| 30D | +0.7% | -12.3% | +13.0% | +6.0% |
| 3M | +14.5% | -10.3% | +24.8% | +18.8% |
| 6M | +14.4% | -8.6% | +23.0% | +17.3% |
| YTD | +28.5% | -11.9% | +40.3% | +32.6% |
| 1Y | +41.8% | -13.9% | +55.7% | +47.3% |
| 3Y | +202.8% | +18.2% | +184.7% | +164.7% |
| 5Y | +208.8% | +47.7% | +161.1% | +136.2% |
| 10Y | +356.5% | +152.5% | +204.0% | +152.0% |
| All | +356.5% | +146.8% | +209.8% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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