+356.5%
WELL vs EAT
+370.1%
-13.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | +0.2% |
| 7D | -1.1% | -6.8% | +5.7% | +0.6% |
| 30D | +0.7% | -5.4% | +6.1% | +1.9% |
| 3M | +14.5% | +42.8% | -28.2% | +3.9% |
| 6M | +14.4% | +56.5% | -42.1% | -0.1% |
| YTD | +28.5% | +50.0% | -21.6% | +12.9% |
| 1Y | +41.8% | +38.3% | +3.5% | +26.1% |
| 3Y | +202.8% | +591.6% | -388.8% | +56.9% |
| 5Y | +208.8% | +312.6% | -103.8% | +74.3% |
| 10Y | +356.5% | +381.4% | -24.9% | +65.8% |
| All | +356.5% | +370.1% | -13.5% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling