+204.1%
WELL vs VSXY
+33.4%
+170.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.1% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +4.7% | -22.1% | +26.7% | +5.7% |
| 3M | +11.9% | -1.1% | +13.1% | +11.8% |
| 6M | +14.3% | +53.8% | -39.5% | +11.0% |
| YTD | +28.4% | +35.5% | -7.1% | +25.1% |
| 1Y | +42.3% | +186.0% | -143.7% | +32.3% |
| 3Y | +202.6% | +343.2% | -140.6% | +159.6% |
| 5Y | +206.5% | +19.0% | +187.5% | +189.3% |
| All | +204.1% | +33.4% | +170.7% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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