+1,078.4%
WELL vs VT
+374.2%
+704.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +18.0% | +2.4% | +15.6% | +14.9% |
| 6M | +15.0% | +12.0% | +3.0% | +3.1% |
| YTD | +28.6% | +15.3% | +13.3% | +12.2% |
| 1Y | +42.9% | +22.6% | +20.3% | +17.9% |
| 3Y | +203.0% | +74.7% | +128.3% | +79.0% |
| 5Y | +206.9% | +66.1% | +140.7% | +87.4% |
| 10Y | +339.5% | +225.0% | +114.5% | +52.7% |
| All | +1,078.4% | +374.2% | +704.2% | +187.1% |
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