+5,768.3%
WELL vs VTR
+1,485.3%
+4,283.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +5.7% | +5.5% | +0.2% | +3.0% |
| 3M | +4.6% | -0.9% | +5.6% | +5.2% |
| 6M | +11.9% | -0.4% | +12.3% | +12.2% |
| YTD | +33.6% | +17.0% | +16.6% | +24.1% |
| 1Y | +29.8% | +18.0% | +11.8% | +20.2% |
| 3Y | +202.2% | +127.4% | +74.8% | +103.9% |
| 5Y | +223.2% | +92.3% | +131.0% | +136.4% |
| 10Y | +461.7% | +129.6% | +332.1% | +281.4% |
| All | +5,768.3% | +1,485.3% | +4,283.0% | +2,516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling