+7,673.8%
WELL vs WAB
+4,319.4%
+3,354.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.2% | -0.4% |
| 7D | +3.5% | +4.0% | -0.5% | +2.3% |
| 30D | +9.7% | +4.5% | +5.2% | +8.2% |
| 3M | +4.8% | +2.3% | +2.5% | +3.9% |
| 6M | +16.1% | +12.5% | +3.6% | +11.6% |
| YTD | +34.7% | +40.2% | -5.5% | +21.6% |
| 1Y | +31.9% | +45.2% | -13.3% | +17.8% |
| 3Y | +209.9% | +171.8% | +38.1% | +129.1% |
| 5Y | +226.5% | +217.6% | +8.9% | +129.3% |
| 10Y | +455.3% | +285.3% | +170.0% | +254.9% |
| All | +7,673.8% | +4,319.4% | +3,354.3% | +3,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling