+442.3%
WELL vs VSAT
-16.2%
+458.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.4% |
| 7D | +0.1% | +5.9% | -5.8% | -0.7% |
| 30D | +5.7% | +9.7% | -4.0% | +3.7% |
| 3M | +4.6% | -18.3% | +22.9% | +6.1% |
| 6M | +11.9% | -4.1% | +15.9% | +9.1% |
| YTD | +33.6% | +96.5% | -62.9% | +16.2% |
| 1Y | +29.8% | +89.3% | -59.5% | +12.8% |
| 3Y | +202.2% | +270.1% | -67.9% | +106.1% |
| 5Y | +223.2% | +26.4% | +196.9% | +168.4% |
| All | +442.3% | -16.2% | +458.5% | +307.5% |
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