+332.6%
WELL vs VT
+224.5%
+108.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | +0.4% | -1.2% | -1.2% |
| 30D | -0.1% | +1.0% | -1.1% | -1.0% |
| 3M | +18.0% | +2.4% | +15.6% | +14.8% |
| 6M | +15.0% | +12.0% | +3.0% | +2.6% |
| YTD | +28.6% | +15.3% | +13.3% | +11.3% |
| 1Y | +42.9% | +22.6% | +20.3% | +16.5% |
| 3Y | +203.0% | +74.7% | +128.3% | +70.1% |
| 5Y | +206.9% | +66.1% | +140.7% | +79.9% |
| All | +332.6% | +224.5% | +108.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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