+516.8%
WELL vs W
+210.4%
+306.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | +4.4% | -3.6% | +8.0% | +4.6% |
| 30D | +10.8% | +7.0% | +3.8% | +10.2% |
| 3M | +4.2% | +7.4% | -3.2% | +3.5% |
| 6M | +14.0% | +69.3% | -55.3% | +9.1% |
| YTD | +33.4% | +11.3% | +22.1% | +30.7% |
| 1Y | +32.4% | +13.2% | +19.2% | +29.3% |
| 3Y | +194.7% | +142.0% | +52.7% | +162.4% |
| 5Y | +226.5% | -54.6% | +281.1% | +209.2% |
| 10Y | +429.8% | +243.7% | +186.1% | +270.7% |
| All | +516.8% | +210.4% | +306.4% | +325.4% |
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