+455.3%
WELL vs XLB
+173.6%
+281.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | -0.4% |
| 7D | +3.5% | -1.4% | +4.9% | +4.4% |
| 30D | +9.7% | +7.1% | +2.6% | +4.3% |
| 3M | +4.8% | +0.6% | +4.2% | +4.0% |
| 6M | +16.1% | +3.5% | +12.6% | +12.3% |
| YTD | +34.7% | +18.2% | +16.5% | +17.0% |
| 1Y | +31.9% | +25.6% | +6.3% | +9.2% |
| 3Y | +209.9% | +46.7% | +163.2% | +119.8% |
| 5Y | +226.5% | +30.9% | +195.6% | +150.9% |
| 10Y | +455.3% | +167.7% | +287.5% | +162.9% |
| All | +455.3% | +173.6% | +281.7% | +162.9% |
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