+204.5%
WELL vs XHB
+26.5%
+178.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +0.5% | -9.1% | +9.6% | +1.9% |
| 3M | +19.1% | -2.3% | +21.4% | +19.2% |
| 6M | +17.0% | -4.1% | +21.1% | +17.2% |
| YTD | +29.2% | -1.7% | +30.9% | +28.8% |
| 1Y | +42.1% | -15.1% | +57.3% | +45.1% |
| 3Y | +204.5% | +26.8% | +177.7% | +160.7% |
| All | +204.5% | +26.5% | +178.1% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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