+1,635.7%
WELL vs XRT
+514.3%
+1,121.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.6% |
| 7D | -0.8% | +0.8% | -1.6% | -1.3% |
| 30D | -0.1% | -4.2% | +4.1% | +2.2% |
| 3M | +18.0% | +5.1% | +12.9% | +14.3% |
| 6M | +15.0% | +2.4% | +12.6% | +12.5% |
| YTD | +28.6% | +3.2% | +25.4% | +24.8% |
| 1Y | +42.9% | +1.5% | +41.4% | +39.2% |
| 3Y | +203.0% | +40.6% | +162.5% | +133.8% |
| 5Y | +206.9% | -1.0% | +207.9% | +178.4% |
| 10Y | +339.5% | +128.4% | +211.1% | +103.2% |
| All | +1,635.7% | +514.3% | +1,121.4% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling