+349.8%
WELL vs VTR
+99.2%
+250.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | +2.3% | +1.1% | +1.2% | +1.4% |
| 3M | +12.3% | +7.9% | +4.4% | +5.4% |
| 6M | +15.6% | +6.2% | +9.4% | +10.0% |
| YTD | +28.3% | +17.7% | +10.6% | +12.6% |
| 1Y | +41.9% | +32.9% | +9.0% | +13.0% |
| 3Y | +198.3% | +129.7% | +68.7% | +51.3% |
| 5Y | +206.4% | +89.3% | +117.1% | +78.2% |
| All | +349.8% | +99.2% | +250.6% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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