+455.3%
WELL vs W
+268.4%
+186.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.6% |
| 7D | +3.5% | +3.3% | +0.2% | +3.2% |
| 30D | +9.7% | +10.5% | -0.8% | +8.9% |
| 3M | +4.8% | +9.6% | -4.8% | +3.9% |
| 6M | +16.1% | +76.4% | -60.3% | +10.5% |
| YTD | +34.7% | +16.4% | +18.3% | +31.4% |
| 1Y | +31.9% | +9.3% | +22.6% | +29.1% |
| 3Y | +209.9% | +172.8% | +37.1% | +171.1% |
| 5Y | +226.5% | -53.4% | +279.9% | +209.6% |
| 10Y | +455.3% | +243.6% | +211.6% | +286.9% |
| All | +455.3% | +268.4% | +186.8% | +286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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