+212.9%
WELL vs ECL
+31.2%
+181.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.8% | -2.6% | +1.8% | +0.1% |
| 30D | -0.1% | -2.2% | +2.1% | +0.6% |
| 3M | +18.0% | +10.1% | +7.9% | +13.7% |
| 6M | +15.0% | -5.7% | +20.7% | +17.0% |
| YTD | +28.6% | +7.0% | +21.7% | +24.8% |
| 1Y | +42.9% | +2.7% | +40.3% | +40.5% |
| 3Y | +203.0% | +57.7% | +145.3% | +148.0% |
| All | +212.9% | +31.2% | +181.7% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling