+442.3%
WELL vs WAB
+266.7%
+175.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | +0.1% | +5.1% | -4.9% | -1.9% |
| 30D | +5.7% | +4.0% | +1.7% | +3.8% |
| 3M | +4.6% | +0.1% | +4.5% | +4.2% |
| 6M | +11.9% | +12.8% | -0.9% | +5.3% |
| YTD | +33.6% | +40.1% | -6.5% | +14.3% |
| 1Y | +29.8% | +46.4% | -16.6% | +8.8% |
| 3Y | +202.2% | +167.4% | +34.8% | +87.0% |
| 5Y | +223.2% | +215.0% | +8.2% | +81.7% |
| All | +442.3% | +266.7% | +175.6% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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