+421.0%
WELL vs VT
+215.5%
+205.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | +4.4% | -2.3% | +6.8% | +6.5% |
| 30D | +10.8% | -5.0% | +15.8% | +15.6% |
| 3M | +4.2% | -4.9% | +9.1% | +8.5% |
| 6M | +14.0% | -1.5% | +15.5% | +14.2% |
| YTD | +33.4% | +8.5% | +24.9% | +21.5% |
| 1Y | +32.4% | +11.4% | +21.0% | +17.5% |
| 3Y | +194.7% | +70.1% | +124.7% | +68.0% |
| 5Y | +226.5% | +53.7% | +172.7% | +105.6% |
| All | +421.0% | +215.5% | +205.5% | +88.4% |
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