+211.0%
WELL vs VUG
+76.0%
+135.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | +0.5% | -1.4% | +1.9% | +0.9% |
| 3M | +19.1% | +2.3% | +16.7% | +18.0% |
| 6M | +17.0% | +15.7% | +1.3% | +11.0% |
| YTD | +29.2% | +8.6% | +20.6% | +25.1% |
| 1Y | +42.1% | +14.1% | +28.1% | +35.1% |
| 3Y | +204.5% | +87.9% | +116.7% | +133.5% |
| 5Y | +211.0% | +76.3% | +134.7% | +134.7% |
| All | +211.0% | +76.0% | +135.0% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling