+349.9%
WELL vs EFV
+167.0%
+182.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | -2.2% | -2.0% | -0.2% | -0.5% |
| 30D | +4.7% | -0.2% | +4.9% | +4.8% |
| 3M | +11.9% | +9.1% | +2.8% | +3.3% |
| 6M | +14.3% | +11.7% | +2.6% | +2.8% |
| YTD | +28.4% | +17.0% | +11.3% | +10.1% |
| 1Y | +42.3% | +26.7% | +15.6% | +13.2% |
| 3Y | +202.6% | +90.2% | +112.4% | +59.9% |
| 5Y | +206.5% | +96.1% | +110.4% | +54.8% |
| All | +349.9% | +167.0% | +182.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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