+349.8%
WELL vs VTRS
-48.4%
+398.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | +2.3% | +3.3% | -1.0% | +1.6% |
| 3M | +12.3% | +2.0% | +10.3% | +11.6% |
| 6M | +15.6% | +19.9% | -4.4% | +10.5% |
| YTD | +28.3% | +35.7% | -7.4% | +19.0% |
| 1Y | +41.9% | +68.1% | -26.2% | +24.9% |
| 3Y | +198.3% | +87.1% | +111.3% | +149.2% |
| 5Y | +206.4% | +47.6% | +158.8% | +164.1% |
| All | +349.8% | -48.4% | +398.1% | +304.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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