+198.7%
WELL vs VTR
+131.3%
+67.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | -1.1% | -2.9% | +1.8% | +1.0% |
| 30D | +0.7% | -2.8% | +3.5% | +2.8% |
| 3M | +14.5% | +9.0% | +5.5% | +7.3% |
| 6M | +14.4% | +5.0% | +9.5% | +10.2% |
| YTD | +28.5% | +16.9% | +11.5% | +14.9% |
| 1Y | +41.8% | +34.3% | +7.5% | +15.2% |
| All | +198.7% | +131.3% | +67.4% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling