+356.5%
WELL vs ED
+105.2%
+251.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.2% |
| 7D | -1.1% | -0.2% | -1.0% | -1.0% |
| 30D | +0.7% | +1.9% | -1.2% | -0.4% |
| 3M | +14.5% | +1.9% | +12.7% | +13.3% |
| 6M | +14.4% | -2.3% | +16.7% | +15.9% |
| YTD | +28.5% | +10.9% | +17.6% | +21.1% |
| 1Y | +41.8% | +14.5% | +27.3% | +31.1% |
| 3Y | +202.8% | +33.4% | +169.4% | +153.5% |
| 5Y | +208.8% | +67.3% | +141.5% | +125.7% |
| 10Y | +356.5% | +110.7% | +245.9% | +177.8% |
| All | +356.5% | +105.2% | +251.3% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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