+337.6%
WELL vs XLB
+159.0%
+178.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +1.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +0.5% | -1.7% | +2.3% | +1.7% |
| 3M | +19.1% | +4.4% | +14.7% | +14.8% |
| 6M | +17.0% | +5.0% | +11.9% | +11.9% |
| YTD | +29.2% | +15.5% | +13.7% | +14.4% |
| 1Y | +42.1% | +14.9% | +27.2% | +25.8% |
| 3Y | +204.5% | +34.5% | +170.0% | +132.0% |
| 5Y | +211.0% | +36.5% | +174.4% | +129.0% |
| 10Y | +337.6% | +159.6% | +178.0% | +91.6% |
| All | +337.6% | +159.0% | +178.6% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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