+356.5%
WELL vs WAB
+282.7%
+73.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | +0.7% | -4.6% | +5.3% | +2.5% |
| 3M | +14.5% | +5.6% | +8.9% | +11.1% |
| 6M | +14.4% | +13.8% | +0.6% | +7.2% |
| YTD | +28.5% | +31.9% | -3.4% | +13.1% |
| 1Y | +41.8% | +48.3% | -6.5% | +18.4% |
| 3Y | +202.8% | +167.1% | +35.7% | +88.1% |
| 5Y | +208.8% | +222.9% | -14.1% | +72.4% |
| 10Y | +356.5% | +289.9% | +66.6% | +97.1% |
| All | +356.5% | +282.7% | +73.8% | +97.1% |
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