+1,838.1%
WELL vs VNQ
+387.0%
+1,451.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | +0.3% |
| 7D | -1.1% | -0.9% | -0.3% | -0.4% |
| 30D | +0.7% | -2.2% | +3.0% | +2.8% |
| 3M | +14.5% | -1.9% | +16.5% | +16.6% |
| 6M | +14.4% | +3.2% | +11.2% | +11.6% |
| YTD | +28.5% | +9.4% | +19.1% | +19.2% |
| 1Y | +41.8% | +7.5% | +34.2% | +33.5% |
| 3Y | +202.8% | +31.1% | +171.8% | +137.5% |
| 5Y | +208.8% | +6.6% | +202.3% | +188.8% |
| 10Y | +356.5% | +63.9% | +292.6% | +225.4% |
| All | +1,838.1% | +387.0% | +1,451.1% | +376.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling