+1,124.6%
WELL vs VT
+345.0%
+779.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | +2.4% |
| 7D | +5.3% | -4.2% | +9.4% | +9.0% |
| 30D | +8.7% | -5.8% | +14.5% | +14.1% |
| 3M | +3.8% | -5.2% | +9.1% | +8.4% |
| 6M | +15.4% | +0.1% | +15.2% | +13.9% |
| YTD | +33.7% | +8.2% | +25.4% | +22.7% |
| 1Y | +33.6% | +10.1% | +23.5% | +20.7% |
| 3Y | +194.2% | +69.7% | +124.5% | +77.3% |
| 5Y | +227.0% | +53.4% | +173.6% | +113.7% |
| 10Y | +430.7% | +219.2% | +211.5% | +86.7% |
| All | +1,124.6% | +345.0% | +779.6% | +214.1% |
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