+337.6%
WELL vs ECL
+153.2%
+184.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.3% | -0.8% | -0.6% | -0.9% |
| 30D | +0.5% | -2.5% | +3.0% | +1.8% |
| 3M | +19.1% | +8.3% | +10.7% | +13.3% |
| 6M | +17.0% | -1.1% | +18.1% | +16.7% |
| YTD | +29.2% | +6.5% | +22.7% | +23.3% |
| 1Y | +42.1% | +2.1% | +40.1% | +38.4% |
| 3Y | +204.5% | +57.6% | +146.9% | +123.2% |
| 5Y | +211.0% | +28.1% | +182.9% | +153.8% |
| 10Y | +337.6% | +153.2% | +184.4% | +187.4% |
| All | +337.6% | +153.2% | +184.4% | +187.4% |
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