+499.7%
WELL vs XYZ
+655.2%
-155.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.6% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +5.7% | +11.5% | -5.9% | +4.0% |
| 3M | +4.6% | +1.8% | +2.8% | +4.1% |
| 6M | +11.9% | +21.2% | -9.4% | +8.3% |
| YTD | +33.6% | +29.9% | +3.6% | +27.0% |
| 1Y | +29.8% | +35.8% | -6.0% | +22.5% |
| 3Y | +202.2% | +62.6% | +139.6% | +165.4% |
| 5Y | +223.2% | -62.8% | +286.0% | +235.5% |
| 10Y | +461.7% | +612.0% | -150.3% | +263.0% |
| All | +499.7% | +655.2% | -155.5% | +269.8% |
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