+455.3%
WELL vs ED
+132.0%
+323.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +9.7% | +11.6% | -1.9% | +3.1% |
| 3M | +4.8% | +10.5% | -5.7% | -1.1% |
| 6M | +16.1% | +13.2% | +2.9% | +8.2% |
| YTD | +34.7% | +22.1% | +12.6% | +20.2% |
| 1Y | +31.9% | +24.2% | +7.8% | +16.6% |
| 3Y | +209.9% | +46.9% | +162.9% | +146.0% |
| 5Y | +226.5% | +80.8% | +145.7% | +128.9% |
| 10Y | +455.3% | +134.3% | +321.0% | +223.7% |
| All | +455.3% | +132.0% | +323.2% | +223.7% |
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