+477.4%
WELL vs XYZ
+638.9%
-161.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -2.0% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | -0.1% | -1.7% | +1.6% | 0.0% |
| 3M | +18.0% | +16.7% | +1.3% | +15.3% |
| 6M | +15.0% | +26.9% | -11.9% | +10.6% |
| YTD | +28.6% | +27.1% | +1.5% | +22.9% |
| 1Y | +42.9% | +9.3% | +33.7% | +38.9% |
| 3Y | +203.0% | +42.3% | +160.7% | +171.4% |
| 5Y | +206.9% | -69.3% | +276.2% | +228.9% |
| 10Y | +339.5% | +586.8% | -247.3% | +185.6% |
| All | +477.4% | +638.9% | -161.6% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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