+473.8%
WELL vs VMC
+136.9%
+336.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +3.0% | +1.1% | +1.9% | +2.5% |
| 30D | +10.2% | +17.7% | -7.5% | +2.8% |
| 3M | +6.1% | +1.1% | +5.1% | +5.1% |
| 6M | +16.6% | +1.8% | +14.8% | +14.4% |
| YTD | +35.3% | +1.5% | +33.8% | +31.4% |
| 1Y | +31.5% | -1.1% | +32.6% | +29.0% |
| 3Y | +206.5% | +38.8% | +167.7% | +148.7% |
| 5Y | +222.0% | +49.6% | +172.4% | +146.1% |
| 10Y | +473.8% | +130.6% | +343.2% | +204.7% |
| All | +473.8% | +136.9% | +336.9% | +204.7% |
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