+455.3%
WELL vs ECL
+205.6%
+249.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.1% | -0.2% |
| 7D | +3.5% | -0.5% | +4.0% | +3.8% |
| 30D | +9.7% | +8.8% | +0.9% | +4.6% |
| 3M | +4.8% | +7.8% | -3.1% | +0.2% |
| 6M | +16.1% | +21.3% | -5.2% | +3.5% |
| YTD | +34.7% | +17.8% | +16.9% | +21.4% |
| 1Y | +31.9% | +21.1% | +10.9% | +16.8% |
| 3Y | +209.9% | +80.1% | +129.8% | +110.7% |
| 5Y | +226.5% | +40.5% | +186.0% | +154.5% |
| 10Y | +455.3% | +197.7% | +257.5% | +274.4% |
| All | +455.3% | +205.6% | +249.7% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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