+1,137.4%
WELL vs VT
+363.9%
+773.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +1.4% |
| 7D | +9.2% | -0.3% | +9.5% | +9.4% |
| 30D | +10.6% | -1.4% | +12.1% | +11.9% |
| 3M | +7.5% | -1.4% | +8.9% | +8.6% |
| 6M | +15.0% | +5.5% | +9.6% | +8.7% |
| YTD | +35.0% | +12.8% | +22.2% | +19.8% |
| 1Y | +36.5% | +15.4% | +21.1% | +18.5% |
| 3Y | +197.3% | +76.9% | +120.4% | +73.1% |
| 5Y | +247.4% | +60.4% | +187.0% | +118.7% |
| 10Y | +436.3% | +232.8% | +203.5% | +82.3% |
| All | +1,137.4% | +363.9% | +773.5% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling