+211.0%
WELL vs EFV
+96.3%
+114.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.8% |
| 7D | -1.3% | +1.0% | -2.3% | -1.9% |
| 30D | +0.5% | +0.2% | +0.3% | +0.4% |
| 3M | +19.1% | +9.6% | +9.5% | +12.8% |
| 6M | +17.0% | +14.0% | +2.9% | +8.0% |
| YTD | +29.2% | +18.5% | +10.7% | +16.2% |
| 1Y | +42.1% | +27.9% | +14.2% | +21.7% |
| 3Y | +204.5% | +92.4% | +112.1% | +96.6% |
| 5Y | +211.0% | +97.2% | +113.8% | +91.6% |
| All | +211.0% | +96.3% | +114.7% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling