+494.6%
WELL vs W
+176.2%
+318.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.2% |
| 7D | -0.8% | -4.2% | +3.4% | -0.6% |
| 30D | -0.1% | -7.6% | +7.5% | +0.4% |
| 3M | +18.0% | +37.2% | -19.1% | +14.8% |
| 6M | +15.0% | +26.3% | -11.3% | +12.1% |
| YTD | +28.6% | -1.0% | +29.6% | +27.1% |
| 1Y | +42.9% | +20.1% | +22.8% | +38.6% |
| 3Y | +203.0% | +37.8% | +165.2% | +181.0% |
| 5Y | +206.9% | -63.7% | +270.5% | +195.4% |
| 10Y | +339.5% | +156.3% | +183.1% | +212.5% |
| All | +494.6% | +176.2% | +318.4% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling