+157.0%
EWY vs WELL
+204.0%
-47.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -10.7% | +5.7% | -16.3% | -10.7% |
| 3M | -20.1% | +4.6% | -24.7% | -20.1% |
| 6M | -24.3% | +11.9% | -36.2% | -24.5% |
| YTD | +46.9% | +33.6% | +13.3% | +40.0% |
| 1Y | +55.2% | +29.8% | +25.4% | +48.7% |
| 3Y | +157.0% | +202.2% | -45.2% | +83.5% |
| All | +157.0% | +204.0% | -47.1% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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