+206.5%
WELL vs WU
-20.5%
+226.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +3.0% | +11.0% | -8.0% | +2.3% |
| 30D | +10.2% | +13.4% | -3.2% | +9.3% |
| 3M | +6.1% | +2.2% | +3.9% | +5.8% |
| 6M | +16.6% | -18.2% | +34.8% | +17.5% |
| YTD | +35.3% | -18.3% | +53.6% | +36.1% |
| 1Y | +31.5% | -12.2% | +43.6% | +31.2% |
| 3Y | +206.5% | -20.8% | +227.3% | +211.3% |
| All | +206.5% | -20.5% | +226.9% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling