+202.2%
WELL vs EFV
+91.8%
+110.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.1% | +2.5% | -2.4% | -0.9% |
| 30D | +5.7% | +2.9% | +2.7% | +4.4% |
| 3M | +4.6% | -1.4% | +6.1% | +5.2% |
| 6M | +11.9% | +5.5% | +6.3% | +9.2% |
| YTD | +33.6% | +16.1% | +17.5% | +24.6% |
| 1Y | +29.8% | +20.3% | +9.5% | +18.9% |
| 3Y | +202.2% | +90.4% | +111.7% | +114.5% |
| All | +202.2% | +91.8% | +110.4% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling