+7,710.3%
WELL vs WAB
+4,398.0%
+3,312.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | +3.0% | +4.0% | -1.0% | +1.9% |
| 30D | +10.2% | +6.3% | +3.9% | +8.2% |
| 3M | +6.1% | +3.3% | +2.9% | +4.9% |
| 6M | +16.6% | +14.5% | +2.1% | +11.6% |
| YTD | +35.3% | +42.7% | -7.3% | +21.6% |
| 1Y | +31.5% | +45.2% | -13.7% | +17.4% |
| 3Y | +206.5% | +173.8% | +32.7% | +126.2% |
| 5Y | +222.0% | +223.8% | -1.8% | +124.9% |
| 10Y | +473.8% | +280.5% | +193.3% | +267.7% |
| All | +7,710.3% | +4,398.0% | +3,312.4% | +3,007.7% |
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