+19,368.3%
WELL vs ECL
+14,051.7%
+5,316.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.5% |
| 7D | +4.4% | -0.8% | +5.2% | +4.7% |
| 30D | +10.8% | +8.1% | +2.7% | +7.6% |
| 3M | +4.2% | +6.4% | -2.1% | +1.7% |
| 6M | +14.0% | +14.8% | -0.8% | +7.9% |
| YTD | +33.4% | +15.5% | +18.0% | +25.6% |
| 1Y | +32.4% | +20.1% | +12.3% | +22.7% |
| 3Y | +194.7% | +77.8% | +117.0% | +133.2% |
| 5Y | +226.5% | +37.9% | +188.6% | +179.2% |
| 10Y | +429.8% | +202.7% | +227.2% | +255.2% |
| All | +19,368.3% | +14,051.7% | +5,316.6% | +8,002.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling