+455.3%
WELL vs XRT
+163.3%
+292.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.6% |
| 7D | +3.5% | +2.5% | +1.0% | +2.3% |
| 30D | +9.7% | +10.3% | -0.6% | +5.0% |
| 3M | +4.8% | +2.4% | +2.4% | +3.5% |
| 6M | +16.1% | +10.0% | +6.1% | +10.7% |
| YTD | +34.7% | +9.5% | +25.2% | +28.2% |
| 1Y | +31.9% | +17.2% | +14.8% | +21.5% |
| 3Y | +209.9% | +62.0% | +147.9% | +135.6% |
| 5Y | +226.5% | -2.1% | +228.6% | +215.4% |
| 10Y | +455.3% | +152.6% | +302.7% | +126.4% |
| All | +455.3% | +163.3% | +292.0% | +126.4% |
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