+359.1%
WELL vs WCC
+514.1%
-155.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | -1.3% | +8.5% | -9.8% | -3.3% |
| 30D | +0.5% | -1.0% | +1.5% | +0.5% |
| 3M | +19.1% | +2.1% | +17.0% | +17.1% |
| 6M | +17.0% | +36.8% | -19.9% | +5.9% |
| YTD | +29.2% | +47.7% | -18.5% | +14.1% |
| 1Y | +42.1% | +66.5% | -24.4% | +20.6% |
| 3Y | +204.5% | +134.2% | +70.4% | +117.7% |
| 5Y | +211.0% | +231.6% | -20.7% | +84.4% |
| All | +359.1% | +514.1% | -155.0% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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