+204.7%
WELL vs VSXY
+37.4%
+167.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.2% |
| 7D | -0.8% | -14.0% | +13.2% | -0.2% |
| 30D | -0.1% | -15.9% | +15.8% | +0.6% |
| 3M | +18.0% | +3.4% | +14.6% | +17.6% |
| 6M | +15.0% | +25.9% | -10.9% | +12.8% |
| YTD | +28.6% | +39.5% | -10.9% | +25.2% |
| 1Y | +42.9% | +194.4% | -151.4% | +32.7% |
| 3Y | +203.0% | +281.4% | -78.4% | +164.6% |
| 5Y | +206.9% | +12.8% | +194.1% | +190.3% |
| All | +204.7% | +37.4% | +167.4% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling