+1,607.7%
WELL vs EFV
+258.8%
+1,348.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -0.8% | +1.5% | -2.3% | -1.9% |
| 30D | -0.1% | +1.7% | -1.8% | -1.3% |
| 3M | +18.0% | +8.6% | +9.4% | +10.7% |
| 6M | +15.0% | +11.7% | +3.3% | +5.4% |
| YTD | +28.6% | +19.3% | +9.3% | +11.9% |
| 1Y | +42.9% | +30.2% | +12.7% | +16.3% |
| 3Y | +203.0% | +91.6% | +111.4% | +82.3% |
| 5Y | +206.9% | +96.4% | +110.5% | +79.6% |
| 10Y | +339.5% | +166.5% | +173.0% | +109.4% |
| All | +1,607.7% | +258.8% | +1,348.9% | +504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling