+421.0%
WELL vs WM
+339.4%
+81.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +1.2% |
| 7D | +4.4% | +1.2% | +3.2% | +3.5% |
| 30D | +10.8% | +13.1% | -2.3% | +1.7% |
| 3M | +4.2% | +3.6% | +0.6% | +1.3% |
| 6M | +14.0% | +8.1% | +5.9% | +7.4% |
| YTD | +33.4% | +8.9% | +24.5% | +24.0% |
| 1Y | +32.4% | +20.3% | +12.1% | +14.3% |
| 3Y | +194.7% | +46.2% | +148.6% | +114.8% |
| 5Y | +226.5% | +59.9% | +166.6% | +115.9% |
| All | +421.0% | +339.4% | +81.6% | +105.8% |
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