+826.3%
WELL vs VXUS
+179.6%
+646.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.5% |
| 30D | -0.1% | +2.2% | -2.3% | -1.7% |
| 3M | +18.0% | +3.0% | +15.1% | +14.6% |
| 6M | +15.0% | +10.7% | +4.3% | +5.2% |
| YTD | +28.6% | +17.8% | +10.8% | +11.8% |
| 1Y | +42.9% | +27.6% | +15.3% | +16.7% |
| 3Y | +203.0% | +73.3% | +129.7% | +92.0% |
| 5Y | +206.9% | +54.3% | +152.6% | +111.5% |
| 10Y | +339.5% | +149.8% | +189.6% | +113.4% |
| All | +826.3% | +179.6% | +646.7% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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