+18,665.9%
WELL vs VMC
+3,246.6%
+15,419.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -0.8% | -4.3% | +3.5% | +0.5% |
| 30D | -0.1% | -8.2% | +8.2% | +2.5% |
| 3M | +18.0% | -7.0% | +25.1% | +20.2% |
| 6M | +15.0% | -10.8% | +25.8% | +18.2% |
| YTD | +28.6% | -7.4% | +36.0% | +30.1% |
| 1Y | +42.9% | -9.5% | +52.4% | +45.2% |
| 3Y | +203.0% | +20.5% | +182.5% | +176.0% |
| 5Y | +206.9% | +51.6% | +155.3% | +155.9% |
| 10Y | +339.5% | +150.0% | +189.4% | +204.1% |
| All | +18,665.9% | +3,246.6% | +15,419.2% | +8,166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling