+442.3%
WELL vs ECL
+197.5%
+244.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | +0.1% | +2.9% | -2.7% | -1.5% |
| 30D | +5.7% | +7.5% | -1.8% | +1.4% |
| 3M | +4.6% | +12.2% | -7.6% | -2.1% |
| 6M | +11.9% | +24.6% | -12.7% | -1.8% |
| YTD | +33.6% | +18.8% | +14.8% | +19.8% |
| 1Y | +29.8% | +19.3% | +10.4% | +15.8% |
| 3Y | +202.2% | +78.2% | +124.0% | +106.6% |
| 5Y | +223.2% | +38.8% | +184.4% | +154.2% |
| All | +442.3% | +197.5% | +244.8% | +245.4% |
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