+349.8%
WELL vs VNQ
+64.0%
+285.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.9% |
| 7D | -0.2% | -1.3% | +1.0% | +1.2% |
| 30D | +2.3% | -2.6% | +4.9% | +5.4% |
| 3M | +12.3% | -2.0% | +14.3% | +15.0% |
| 6M | +15.6% | +4.3% | +11.3% | +10.3% |
| YTD | +28.3% | +9.2% | +19.1% | +16.2% |
| 1Y | +41.9% | +5.6% | +36.3% | +33.4% |
| 3Y | +198.3% | +30.8% | +167.5% | +112.3% |
| 5Y | +206.4% | +8.0% | +198.4% | +171.0% |
| All | +349.8% | +64.0% | +285.7% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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