+471.8%
WELL vs WWD
+460.9%
+10.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.3% |
| 30D | +9.8% | -0.4% | +10.3% | +9.5% |
| 3M | +5.8% | -6.1% | +11.9% | +7.7% |
| 6M | +16.2% | -9.5% | +25.7% | +18.9% |
| YTD | +34.9% | +10.8% | +24.1% | +24.0% |
| 1Y | +31.0% | +23.5% | +7.5% | +13.9% |
| 3Y | +205.4% | +151.3% | +54.2% | +79.9% |
| 5Y | +220.8% | +187.8% | +33.0% | +70.1% |
| 10Y | +471.8% | +461.1% | +10.7% | +139.9% |
| All | +471.8% | +460.9% | +10.9% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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