+356.5%
WELL vs VUG
+410.7%
-54.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +0.7% | -1.7% | +2.4% | +1.6% |
| 3M | +14.5% | +2.8% | +11.7% | +12.2% |
| 6M | +14.4% | +13.6% | +0.8% | +5.4% |
| YTD | +28.5% | +8.1% | +20.4% | +21.5% |
| 1Y | +41.8% | +13.1% | +28.7% | +30.2% |
| 3Y | +202.8% | +87.0% | +115.9% | +96.3% |
| 5Y | +208.8% | +76.0% | +132.8% | +103.8% |
| 10Y | +356.5% | +420.5% | -64.0% | +40.2% |
| All | +356.5% | +410.7% | -54.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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