+471.8%
WELL vs VUG
+390.7%
+81.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.5% |
| 7D | +2.7% | -1.2% | +3.9% | +3.2% |
| 30D | +9.8% | -8.9% | +18.7% | +15.0% |
| 3M | +5.8% | -5.9% | +11.7% | +8.7% |
| 6M | +16.2% | -3.3% | +19.5% | +16.9% |
| YTD | +34.9% | +3.4% | +31.4% | +30.1% |
| 1Y | +31.0% | +1.9% | +29.1% | +27.3% |
| 3Y | +205.4% | +76.9% | +128.5% | +103.7% |
| 5Y | +220.8% | +63.9% | +157.0% | +121.7% |
| 10Y | +471.8% | +396.2% | +75.6% | +102.9% |
| All | +471.8% | +390.7% | +81.2% | +102.9% |
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