+468.3%
WELL vs WM
+332.5%
+135.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -1.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.5% |
| 30D | +7.8% | +13.8% | -6.0% | -1.6% |
| 3M | +10.2% | +6.4% | +3.8% | +5.3% |
| 6M | +16.4% | +13.2% | +3.1% | +6.2% |
| YTD | +35.2% | +10.8% | +24.4% | +24.1% |
| 1Y | +30.5% | +20.2% | +10.3% | +12.7% |
| 3Y | +206.1% | +46.5% | +159.6% | +122.7% |
| 5Y | +228.3% | +61.3% | +167.0% | +115.8% |
| 10Y | +468.3% | +324.8% | +143.6% | +104.8% |
| All | +468.3% | +332.5% | +135.8% | +104.8% |
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