+202.2%
WELL vs XRT
+58.7%
+143.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +0.1% | +1.7% | -1.6% | -0.1% |
| 30D | +5.7% | +7.5% | -1.8% | +4.7% |
| 3M | +4.6% | +2.2% | +2.4% | +4.3% |
| 6M | +11.9% | +14.7% | -2.8% | +10.0% |
| YTD | +33.6% | +7.5% | +26.1% | +32.1% |
| 1Y | +29.8% | +14.1% | +15.6% | +27.1% |
| 3Y | +202.2% | +58.8% | +143.4% | +176.6% |
| All | +202.2% | +58.7% | +143.5% | +176.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling