+209.9%
WELL vs WAB
+174.1%
+35.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.2% | +0.3% |
| 7D | +3.5% | +4.0% | -0.5% | +3.0% |
| 30D | +9.7% | +4.5% | +5.2% | +9.1% |
| 3M | +4.8% | +2.3% | +2.5% | +4.4% |
| 6M | +16.1% | +12.5% | +3.6% | +14.0% |
| YTD | +34.7% | +40.2% | -5.5% | +28.0% |
| 1Y | +31.9% | +45.2% | -13.3% | +24.6% |
| 3Y | +209.9% | +171.8% | +38.1% | +131.4% |
| All | +209.9% | +174.1% | +35.8% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling