+4,744.7%
WELL vs XLB
+822.6%
+3,922.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -0.8% | -1.4% | +0.6% | -0.1% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | +18.0% | +2.0% | +16.1% | +16.4% |
| 6M | +15.0% | +1.8% | +13.2% | +13.2% |
| YTD | +28.6% | +16.6% | +12.0% | +17.1% |
| 1Y | +42.9% | +16.9% | +26.0% | +29.5% |
| 3Y | +203.0% | +32.6% | +170.5% | +152.9% |
| 5Y | +206.9% | +35.6% | +171.2% | +150.9% |
| 10Y | +339.5% | +160.0% | +179.4% | +157.2% |
| All | +4,744.7% | +822.6% | +3,922.1% | +1,595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling