+202.2%
WELL vs W
+161.9%
+40.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | +5.7% | +6.8% | -1.2% | +5.6% |
| 3M | +4.6% | +10.7% | -6.0% | +4.5% |
| 6M | +11.9% | +86.3% | -74.5% | +10.5% |
| YTD | +33.6% | +11.5% | +22.1% | +33.2% |
| 1Y | +29.8% | +5.1% | +24.7% | +29.5% |
| 3Y | +202.2% | +171.0% | +31.2% | +187.7% |
| All | +202.2% | +161.9% | +40.2% | +187.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling