+332.6%
WELL vs WM
+306.5%
+26.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -0.1% | -2.4% | +2.3% | +1.5% |
| 3M | +18.0% | +0.4% | +17.6% | +17.4% |
| 6M | +15.0% | -9.5% | +24.5% | +22.4% |
| YTD | +28.6% | +0.5% | +28.1% | +26.7% |
| 1Y | +42.9% | -1.1% | +44.0% | +41.8% |
| 3Y | +203.0% | +46.0% | +157.0% | +119.4% |
| 5Y | +206.9% | +51.8% | +155.1% | +108.9% |
| All | +332.6% | +306.5% | +26.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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