+18,665.9%
WELL vs ED
+2,217.3%
+16,448.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.5% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -0.1% | -0.1% | +0.1% | -0.1% |
| 3M | +18.0% | +3.9% | +14.1% | +16.2% |
| 6M | +15.0% | -3.0% | +18.0% | +16.6% |
| YTD | +28.6% | +10.7% | +17.9% | +23.1% |
| 1Y | +42.9% | +13.3% | +29.6% | +35.3% |
| 3Y | +203.0% | +34.5% | +168.5% | +165.0% |
| 5Y | +206.9% | +67.1% | +139.7% | +144.6% |
| 10Y | +339.5% | +103.0% | +236.4% | +223.1% |
| All | +18,665.9% | +2,217.3% | +16,448.6% | +8,411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling