+349.9%
WELL vs EFX
+41.8%
+308.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.2% | -11.1% | +8.9% | +1.1% |
| 30D | +4.7% | -7.4% | +12.1% | +6.8% |
| 3M | +11.9% | +1.5% | +10.5% | +10.7% |
| 6M | +14.3% | -13.7% | +28.0% | +17.9% |
| YTD | +28.4% | -21.9% | +50.2% | +35.4% |
| 1Y | +42.3% | -30.8% | +73.1% | +55.4% |
| 3Y | +202.6% | -12.4% | +214.9% | +192.3% |
| 5Y | +206.5% | -35.9% | +242.5% | +222.1% |
| All | +349.9% | +41.8% | +308.2% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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