+356.5%
WELL vs XRT
+120.9%
+235.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.1% |
| 7D | -1.1% | -2.4% | +1.3% | -0.1% |
| 30D | +0.7% | -6.9% | +7.7% | +3.8% |
| 3M | +14.5% | -0.4% | +14.9% | +14.3% |
| 6M | +14.4% | +2.2% | +12.2% | +12.6% |
| YTD | +28.5% | -0.7% | +29.1% | +27.7% |
| 1Y | +41.8% | -2.0% | +43.8% | +41.2% |
| 3Y | +202.8% | +41.0% | +161.8% | +145.5% |
| 5Y | +208.8% | -3.3% | +212.1% | +194.6% |
| 10Y | +356.5% | +124.8% | +231.7% | +98.7% |
| All | +356.5% | +120.9% | +235.6% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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