+337.6%
WELL vs W
+146.2%
+191.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -1.3% | +6.5% | -7.8% | -1.7% |
| 30D | +0.5% | -6.2% | +6.7% | +0.9% |
| 3M | +19.1% | +48.9% | -29.8% | +15.0% |
| 6M | +17.0% | +31.2% | -14.2% | +13.5% |
| YTD | +29.2% | -0.4% | +29.6% | +27.5% |
| 1Y | +42.1% | +14.8% | +27.3% | +38.1% |
| 3Y | +204.5% | +40.5% | +164.0% | +180.5% |
| 5Y | +211.0% | -62.1% | +273.1% | +199.4% |
| 10Y | +337.6% | +141.5% | +196.1% | +196.5% |
| All | +337.6% | +146.2% | +191.4% | +196.5% |
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