+443.3%
WELL vs VSAT
-11.9%
+455.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.4% |
| 7D | +0.1% | +20.0% | -19.8% | -2.2% |
| 30D | +6.8% | +6.5% | +0.3% | +5.2% |
| 3M | +6.7% | -18.3% | +25.1% | +8.3% |
| 6M | +13.8% | +0.4% | +13.5% | +10.4% |
| YTD | +33.8% | +106.7% | -72.9% | +15.7% |
| 1Y | +29.6% | +89.9% | -60.2% | +12.8% |
| 3Y | +203.1% | +276.3% | -73.2% | +107.3% |
| 5Y | +223.8% | +32.9% | +190.9% | +167.3% |
| All | +443.3% | -11.9% | +455.2% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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